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Protector
The big beefy walls are definitely one of the best classes in the game. Able to reduce party damage and make the party immune to elemental attacks, as well as dealing some surprising lategame damage. Protectors are very good during the main game and are basically required for a number of postgame bosses, it's argued that it's a very silly idea to even leave the Protector behind, since they're just so useful.
As far as overall stats, Protectors have the best bases in the game, with excellent HP, VIT and are tied for the highest STR in the game, meaning when they're not letting your party survive the strongest attacks, they can hit back really hard. Their attacks usually have good speed modifiers too, so their low AGI isn't usually a problem, though their mediocre TP means they have a limit to the skills they'll be spamming pretty often. So far it's all pretty amazing.
HP Up
Unlocks: Cure (LV3), Cure II (LV5)
Passive.
Hmm, yep, it's still good. They've got a lot of HP and getting a 30% boost to it is very nice. Buuuuuuuuut this class needs a lot of important skills and going for the healing skills is not one of them, since the Medic does that job a lot better and your Protector has better things to do. So this is something you'll only invest in postgame if you have nothing else.
TP Up
Unlocks: Antifire (LV3), Anticold (LV3), Antivolt (LV3)
Passive.
TP Up is a much better investment, since the Protector struggles a little to spam their skills constantly. And they'll want to, cause they've got some great ones and getting to level 3 unlocks the Anti element skills, which are basically necessary. So get that far and do the rest of this skill later.
DEF Up
Unlocks: Provoke (LV1), Flee (LV3), Parry (LV3), Fortify (LV3), Aegis (LV5), Stalker (LV5) En Garde (LV7)
Passive.
Well that's a lot of skills. DEF Up is pretty important for the Protector, since it lets them do a whole lot of neat stuff, though a lot of the skills are just pretty neat, instead of absolute must haves you need to go towards immediately. You'll be investing in DEF Up after you get the main shield skills. Speaking of those...
Shields
Unlocks: F. Guard (LV1), B.Guard (LV1), Fortify (LV3), Antifire (LV5), Anticold (LV5), Antivolt (LV5), En Garde (LV7), Smite (LV10)
Passive.
Ever get that feeling of deja vu? Shields is DEF Up except it's not called DEF Up. This makes your Protector even more tanky since it's allowed to invest in the same skill twice and there's some important stuff here that you need so your Protector can start really protecting. Two damage reduction skills means you'll be having a pretty nice time taking hits. It's something you'll want to max if you want your Protector to dish out some real pain in the lategame with Smite. And of course you'll need it to actually equip a shield, but like whatever.
Aegis
Prerequisites: DEF Up LV5
Gives the user a chance to survive a lethal attack with 1HP. Passive.
Already we're off with a tricky skill. Aegis can be absolutely amazing if it works, and works consistently, but if it doesn't work (and more than half of the time it won't), then you've just got a dead Protector. If your Protector is dying, then you probably have the problem in that everyone else is dead too and having a lone Protector at 1HP is not really going to make everything better, it just delays your demise by a turn. It's also a bit high into the DEF Up list compared to other skills you'll want, so if you're a lucky bugger this might work out for you, but it requires a bit of investment to actually make use of and it's still a crapshoot.
En Garde
Prerequisites: DEF Up LV7, Shields LV7
Gives the user a chance to block the enemy attack. Passive.
Another tricky skill, but it's a bit of a harder sell. It's requires a lot more investment (into skills you will be going for, granted), but probably not until the late game. Being able to flat out ignore a late game attack is pretty amazing and will keep your Protector around much longer, but your Medic will be spamming Salve II anyway, so it doesn't really matter, honestly. Also the chance is pretty low, so it's not something you can rely on, it'll be one of those "oh, neat" moments, but again Protectors are pretty hungry for certain skills and this just isn't one of them.
Provoke
Prerequisites: DEF Up LV1
Increases the chance of being targeted by the enemy and reduces damage taken past level 5. Buff skill, uses the Head.
Bug: Instead of being a 100% target chance past level 4, it is instead a 2x target chance.
Now this seems like a good skill... riiiiiight? Well you might think as much in order to protect your squishier party members, but since it's an inverse Cloak, you start thinking of the numbers involved, especially with that bug. Due to the AI targetting... your Protector is getting attacked most of the time anyway, so why do you need this skill? At level 5 onwards it makes your Protector twice as likely to be targeted compared to normal... which isn't a lot in the grand scheme of things as it doesn't redirect attacks from other members, it just makes you a slightly bigger target, while leaving everyone else as the same sized target. Also it's useless for party wide attacks and those get very common and very dangerous later on. This skill just isn't worth it.
Parry
Prerequisites: DEF Up LV3
Allows the user to block one physical attack and has a chance to block multiple physical attacks past level 6. Buff skill, uses the Arms.
If you know your enemy then Parry can be pretty damn amazing. Since you'll be targeted pretty often, it's a safe bet against an enemy that you know will attack with a physical attack. However, if you get it wrong, you could've been reducing the damage on the party member that just got hit, so a bit of luck is involved. You need to get it to level 5 so it actually works every time, but the subsequent parries aren't really necessary, since multiple attacks on one party member usually come in elemental form and the chance is too low, so you'll parry the first hit and then probably take the rest of the attacks like a dumbass. But when it blocks the enemy's only attack leaving your party to do other things then it's absolutely amazing.
Fortify
Prerequisites: DEF Up LV3, Shields LV3
Unlocks: Smite (LV5)
Reduces physical damage on self for 5 turns. Buff skill, uses the Arms.
Eeeeeeeeeehhhhhhhhhh it's not that great. If you wanna Smite stuff, then you'll need it, but it's better to defend yourself and others instead of just yourself. Also Parry is just better under the right circumstances, though if you've got a solo Protector for whatever reason, then this skill will make you practically invincible. The numbers are good, but it's at the expense of the rest of your party. Still, against certain enemies, it's good to just lay this down and have fun taking NO DAMAGE.
Flee
Prerequisites: DEF Up LV3
A chance to sacrifice the party's HP to flee from battle to the previous floor. Flight skill, uses the Legs.
Just cause it requires two less levels into DEF Up compared to the Landy doesn't make this skill any better. Next!
F.Guard
Prerequisites: Shields LV1
Unlocks: Defender (LV3)
Reduces physical damage on the front row for 1 turn. Only reduces an attack's damage once on each party member. Shield skill, uses the Arms.
Now we're getting to the good stuff. F.Guard is so easy to spam due to being so cheap and reducing damage taken on the front row (the row that's targeted most of the time). Having 3 on the front row to mitigate damage even more means the highest VIT characters won't be dying anytime soon, as well as giving better survivability to more squishier front row classes. For multiple hit attacks it's not too great since it's only a one and done cover kinda thing, but those aren't too too common, so you should still be alright. Overall an excellent skill, but it drops off super hard past level 5, so don't bother.
B.Guard
Prerequisites: Shields LV1
Unlocks: Defender (LV3)
Reduces physical damage on the back row for 1 turn. Only reduces an attack's damage once on each party member. Shield skill, uses the Arms.
What a difference a row change makes, huh? B.Guard is nowhere near as good as F.Guard, since the back row is hardly ever targeted and the Protector should always be on the front row anyway, so they won't be able to make use of their own skill. Sure, if you know an attack is heading for the back row, then I guess it makes everyone there less squishy, but it's not really worth the hassle because of...
Defender
Prerequisites: F.Guard LV3, B.Guard LV3
Reduces enemy physical damage on the entire party for 5 turns. Buff skill, uses the Head.
The big reason why Protectors are so great is being able to reduce physical damage on the entire party by so much. A first turn Defender will make you set for the early fight and give your party a much easier time setting up. Sure, it doesn't have any effect on elemental damage, but this is what your Protector will be using at the start of EVERY battle. It's just too good a damage reduction to pass up and it's what you're gonna beeline for immediately. It is a bit TP intensive, but it's absolutely worth it. In combination with another skill it makes your party nigh invincible and it's amazing. Though of course with the wonky scaling its best to leave this at level 5. I won't mention this for every skill that you should do this for, you can peep the numbers after all.
Antifire/Anticold/Antivolt
Prerequisites: Shields LV5, TP Up LV3
Reduces or nullifies an enemy's elemental attack for 1 turn. Absorbs some of the damage to heal HP past level 5. Shield skill, uses the Arms.
BUG: Level 5 not only nullifies damage, but also extra attack effects, while level 6-15 work as intended and have attack effects occur regardless of nullification.
If you want to actually get through this game without much of a headache, then these are skills you must have. Being able to nullify the numerous party wide elemental attacks is amazing and an absolute must for some bosses and FOEs. Due to the rather nice bug you shouldn't level these skills up past 5 to make use of the HP absorption, which is a bit of a shame, but the bug is super useful and makes me wonder just how certain fights were supposed to go if level 5 had its intended effect.
For Antifire and Antivolt you might be alright putting some more points into them, but you absolutely shouldn't for Anticold, as it makes one late game fight much much harder. And really, is a bit of healing worth losing complete nuffification of every elemental attack? No, don't bother, you'll just make it harder on yourself. You don't have to go for these skills immediately though if you can handle everything beforehand. But as a must, you need Anticold before stratum 4, Antivolt before stratum 5, then Antifire before stratum 6 and you should be golden. They require a lot of investment, but they are absolutely fantastic.
Smite
Prerequisites: Shields LV10, Fortify LV5
A single target Shield strike with a chance to inflict Arm Bind past level 4. Shield skill with Bash damage, uses the Arms.
Oh baby, when it's late into the game and your Protector is all done making sure everyone is not dead, then smacking them with a shield is a great use of your turn. With your Protector's high STR, the defense of the shield being added to the offensive power, and it just being a hard hitting skill in general means you can start outdamaging the Landy's Crush, which is INSANE. Also the Arm Bind is a nice bonus, but not a huge deal. It's gonna take a while to get to it, but it is oh so worth it.
Cure
Prerequisites: HP Up LV3
A single target heal that recovers a set amount of health due to lack of the Healer skill. Healing skill, uses the Head.
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Uh, hmm, if you don't have a Medic for whatever reason then I guess this could be alright...? Really, your Protector has other things to do, so this is only useful in the early game when you want to share healing duties, or out of battle where your Protector isn't pressured to do everything at once. But Protector's have a lot of skills they want sooner rather than later, so putting them off to be a discount Medic is not worth it.
Cure II
Prerequisites: HP Up LV5
A single target heal that recovers a set amount of health due to lack of the Healer skill. Healing skill, uses the Head.
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This is definitely a skill you shouldn't use in battles, since you'll just be so slow using it. It can be more efficient outside of battle compared to Cure, but again, only really useful if you don't have a Medic for whatever reason. Seriously, use a Medic.
Stalker
Prerequisites: DEF Up LV5
Reduces the encounter rate for a set amount of steps. Field skill.
No no no, don't use this. You want to be getting into battles and getting experience and getting stronger. Sure, in a game as annoying as EO1 you'll be sick of encountering 35 enemies on the way to the boss every time you die to it, but it's just not worth the skill points. Also it only reduces it, so you'll still be running into things, cause there's no way you'll be putting 10 skill points into this, RIGHT? Just keep battling, no matter how annoying, and you'll have a much easier time overall.
Protectors can also Mine, but you should only touch those skills on a dedicated gathering party.