The advantage of probes.
Probes are able to start the warping process of a new structure and then leave to gather more resources.   Zerg drones are consumed when they mutate into a building and Terran SCVs must stay and actually build the structure. 

Do not let probes sit idly by after starting the warp process.   Get them back to hauling in minerals or gas.

Expensive units mean important decisions.
Protoss units are the most expensive in the game.  What you build and when you build it decisions are more important with this race than with any other.

It is very important that Protoss units caught in a firefight that they cannot win are retreated to safety.  The loss of 5 zealots is 500 mineral.  That is the same as losing 10 marines or 20 zerglings.

How many probes do I need?
Because the probes can quickly start a structure and leave it to gather resources again you need fewer workers than the other races.  The number of probes needed for an effective economy really depends on the way the game plays out.   In general, 15-19 probes per resource gathering area seem to do the trick.  3 are used to gather vespene gas and the rest gather minerals.

Make them jealous of your zealots.
An early Protoss strategy is to build a pylon with your 7th probe and when the pylon is warped in create a gateway and start pumping out zealots.   Building additional gateways (if you have the resources) is a great way to get 4 zealots into the enemy base early. 

If you are an efficient economist you should be able to get 4 zealots into their base before they can put up much of a defense.   4 zealots can wreak havoc on a base.  Enjoy!

Keep sending waves of zealots to finish off their base/armies.  Do not let up once you get the upper hand.

Remember that taking out their workers will mean they cannot keep up a military presence.

If you are either a) not a very efficient economist or b) your opponent is as efficient as you and you come up against strong defense then retreat and regroup.  Losing 400 mineral is not a wise move. :)

Zealots are workhorses.
Zealots are inexpensive by Protoss standards and are darn buff.  With the speed enhancement they get in for hit and run attacks against weaker units.   Use them as the mainstay of your army.    They cannot attack air units so make sure you back them up with something that can.

Reconnaissance 101.
Observers are a very nifty way of keeping you informed of the world around you.   Well placed observers can keep track of the enemy base, watch expansion slots and spy on chokepoints.  Use them wisely.  Knowing what defenses your enemy has makes it much easier to build an effective attacking force.

Can you RECALL your latest victory?
Arbiters can be used for some very nifty attacks but one of the best works as follows.   As with all attacks you have scouted the "most likely" attack route haven't you? :)   Place an arbiter at a strategic point within the enemy base far from the point you are going to attack.  Send in your forces as if you are going to attack the front of the enemy base.  Make sure they realize you are coming.  You are going to make them believe you are attacking one place and then appear in another. 

The defender will be secure in the knowledge that they see you coming and that they are ready to slaughter your minions with all the right troops.   Send in a couple of sacrificial troops to hold their attention and then RECALL the other troops to the now undefended or lightly defended area where your arbiter is.  

Very few players will be able to defend against this.   While they scramble to react and take on your troops you can destroy vital buildings and units.  It is very important that the initial feint is believable.  This 'trick' depends on the initial feint. 

The advantages of this strategy are that you are in most cases able to attack for a short period of time unbothered by enemy troops.

If you really want to annoy your opponent have another arbiter setup near your own base and recall the troops again once have taken out the vital buildings.

This will not work if your opponent has air defense that prevents the arbiter from taking position.   Pick your spot and chuckle all the way to the bank.

Shield batteries are your friends.
Well positioned shield batteries can extend the life of your units indefinitely.   Always try to place shield batteries in areas you will be forming your offensive.  Running a unit back to the battery for a shield recharge is always favourable to losing it in battle.

Cloak and dagger.
The arbiter is often underused.   Its ability to cloak friendly units is incredibly useful.  Slow moving carriers are easy targets unless they are cloaked.  The same goes for reavers.

Am I hallucinating?
Hallucinate may not seem like a useful "spell" but it is.  Casting hallucinate on carriers or other major units can direct fire at them while the real units wreak havoc on the enemy.  Always move your hallucinated units ahead of your real ones to draw fire.

Hallucinated units also work very well for decoys.  A hallucinated arbiter for instance will draw attention since they will assume it is cloaking some of your units.  Draw their forces away from the point you wish to attack and then hit and run.

Stasis is the greatest.
Protoss players attacking a Zerg colony will often be accosted by Mutalisks.   Since mutalisks tend to 'stack' when grouped you can stasis multiple units with one well placed shot.  Not only can you then take out the remaining flyers but your way is clear to hit your initial target.

My powerful scouts don't attack well vs Mutalisks, why?
Because my friend, mutalisks are organic.  Bah, just bring in Archons who can mop the floor with those pesky bugs.

Photon cannons, they can and will.
Photon cannons are able to attack both ground and air units.  No other race has this advantage so use it.  This means you need just about half as defensive structures as you would playing the other races.

Try to setup cannons to that they cover each other.  i.e.: if units are attacking one cannon they are always being shot at by at least two.  This is sometimes impossible but a staggered line of cannons can hold off hoards of enemy units.

Batteries produce battering rams.
Shield batteries strategically placed in your base or at chokepoints can make your troops nearly indestructible.   Use them wisely and the life expectancy of your expensive units will go up dramatically.

Zealously guard your base.
Zealots are the least expensive unit you have and the they are tough as nails.   A group of Zealots can wade through most other ground units.  They cannot attack air units for make sure they have some backup.