vs them, you need some sentries first to block the ramp and buy time. on an open field marines and marauders are the easiest to fight against. you have to be careful of their stim, that's what will really hurt you.
against marauder, earlygame go zealot+stalker, both zealots and stalkers lose to marauders but in conjunction with each oither they beat then, zealots tank the damage and make the marauder run while the stalkers shoot from behind.
what you are trying to do with protoss mosto f the time is to tech ahead, their units are few, strong and pop-heavy, so getting ahead in eco and tech usually means gg. against zerg you can go heavy phoenixes and go on overlord hunting, immortals are great against ground mech units from terran or generally vs high dmg, high hp, units. colossi are a very good choice vs terran and zerg midgame, try to get 2 bases before you go for them, 1 base can do if you are in dire need for them.
any game with protoss you could go 3 gate robo and then expand, be sure not to die before that though and with that robo you have 3 different tech paths (look them up on the wiki coma posted).
the easiest way to play protoss is the 4 gate, the teamliquid strat section has this covered.
protoss is the easiest race to play imo and a great start