To be protected is one of the most basic needs of human nature.

Magickally you can protect yourself either generally  or against something specific. Be that magickal attacks, misfortune, accidents, weather, fire etc.

General protections do have the disadvantage of having to look at all possibilities what could happen which lowers their effectiveness, especially when more things come together at once. Specific workings only have to spend their energy on what they were set for and can counter them better. But then, they only guard you against what you created them for.

The workings can be created for protective purposes only, or you can add something to throw it all back to the origin.

If you want something else to be protected too, add that in the statement of intent. If you e.g. just have a protective working for you it can still happen that you have an accident where you come out unharmed but your car can be totally broken.

There's a whole bunch of possibilities you can use to create a protective spell.
Here're a few examples:

Runes and Bindrunes

You can either use one rune alone or a combination of runes, so called bindrunes. The following runes can be put to good use in any protective workings:

If you for example fear a magickal attack, you could create a bindrune of Eihwaz, Algiz and Thurisaz.

Servitors

The possibilities of using servitors for protective purposes are virtually limitless.
Create for example one for general protection with a SOI like

"To protect <target>".

Or you can create one for more specific misfortunes like accidents, bad luck etc, with a SOI like

"To protect <target> from <whatever>"

Also if you create a servitor to protect yourself against magickal attacks, you can add that it should reflect the casting back to its origin. Another possibility would be to create a servitor that draws on itself everything that is cast against you. A nice twist would be to distribute that bad luck/accidents to others.

Dolls

Create a doll resembling you or the person that should be protected by it. Add some personal objects like hair, finger nails, pieces of clothing, spit etc. Perform a ritual declaring the doll to be your double that will get all the unwanted attention. Place it somewhere save and out of the way ;)

Aura

Often it is enough to have a strong aura to deflect possible magickal attacks. Such a strong aura is also useful for other things, like extending it over the whole car or others for protection.
Strengthening this energy field around you is fairly easy. You basically only have to be good at visualisation. A simple method would be a variation of the lighting charge Phil Hine writes about in Condensed Chaos.

• Lie down comfortably.
• Visualise yourself at a place you like.
• Then start visualising that a pillar of light (colour as you prefer it) shoots down from the sky and stands just in front of you.
• Step into the pillar and let the light engulf you completely.
• Feel it entering you, energising you.
• Visualise your aura expand around you, sucking up the energy from the pillar.
• Then visualise the outer surface of your aura getting hard and impenetrable.
• You can also add some warding glyphs all over it if you want.
• When you're done, step out of the pillar and dissolve it.

Glyphs

You can create warding glyphs in a similar style as you create sigils. For example you could make a combination of those magick squares and the numerologial alphabet (A = 1, B = 2, C = 3.... I/J = 9... Z = 25).

The Mars square consists of 25 squares (5x5) where they'd fit right in. Of course you can also go for the square of Earth (6x6), Venus (7x7), Mercury (8x8), Moon (9x9), Neptune (10x10), Uranus (11x11) and the Sun (12x12).
For active defense the square of Mars would be best.

Make a statement of intent and form a glyph in the square. Each part of the square represents a number, you only have to connect those from the statement you made.

Entities

Enlist the help of entities to protect you. Search for one that would be most appropriate for that task (a god of war wouldn't be that good for protection against simple misfortune) and evoke it. Ask it for it's help. Of course the entity will want something in return, like your worship for a specified time (believe does feed them after all).