There are various types of protection moves in Pokémon games. Some of these moves merely protect you from damage and nothing else (such as Protect), some protect you from certain types of moves (such as Wide Guard and Crafty Shield) and some will protect the user and can also have an effect on the opponent (such as Baneful Bunker).
Which protection move is your favourite? I would say King's Shield is my favourite due to how convenient it is with Aegislash in general as it can let Aegislash change its stance. I do also like Protect as a second favourite due to the much wider range of Pokémon that can learn it as opposed to most of the other protection moves that are exclusive to one Pokémon or only available to a small amount of Pokémon.
Which protection move is your favourite? I would say King's Shield is my favourite due to how convenient it is with Aegislash in general as it can let Aegislash change its stance. I do also like Protect as a second favourite due to the much wider range of Pokémon that can learn it as opposed to most of the other protection moves that are exclusive to one Pokémon or only available to a small amount of Pokémon.