Protoss Late-Game

The Story:

Time to pull out all the stops. You've got your choice of most any unit now, so, what do you pick?

Watch your Psi:
200 psi is easy to reach for the protoss. Keep watching your limits. Once you get above 150, you need to start thinking through what units you really need. Try to keep yourself around 180, so you can build new probes at new expansions or build a few new troops in a massive battle.
Remember how many psi units use...
Zealots, Dragoons and Templar: 2
Scouts: 3
Archons and Reavers: 4
Carriers: 8
If you find youself with never enough psi, attack something. This will allow you to build a new selection of units and will keep your enemy on their toes.
Never forget zealots:
You've been using them all game... why stop now? You may think they're outpowered by other units, but remember that's one zealots compared to one of another units. En masse, zealots still are very efficient and cost effective even late-game. Go for three weapon upgrades as fast as you can, armor and psi shields in that order (you can have two forges if you'd like, as well). You should hopefully have had the speed upgrade awhile ago.
Just remember...
Groups of zealots crush ultras easily.
Zealots will easily kill groups of siege tanks if they charge at them.
Dark Swarm is innefective against zealots.
They have the hit points to not have to worry about air units attacking them in a fight.
They destroy buildings with even more ease now- in fact even better with their weapon upgrades.
Use air units wisely:
Sure, protoss air units pack a big punch. Fully updraded scouts do 34 (!) damage to some air units. Their speed upgrade makes them as fast as mutas. Carries with 8 intercepts will confuse the enemy into submission, not to mention their attacking abilitites. And arbiters are a unit unmatched by any other race.
Many players may just want to build some of these units, and send them right into combat.
They need to be more careful. Scouts are great in against air, but they can't take mutas when outnumberes worse than 2:1. Plus, their weak ground attack really can't kill anything on the ground attacking it (goliaths, marines, hydras, dragoons).
Carriers, strangely, have a rather low number of hit points. They're slow, so if they're under fire, don't expect them to be able to run away.
Arbiters are expensive! 500 gas! And, they take ages to build- not to mention they're upgrades which seems to take hours to complete.
Two things will happen if you use your protoss air units to waste- You will find your used psi going down very quickly, and you will discover all the time and resources your used.
How to use them more efficiently? With ground support, of course. Mutas? Psi storm 'em to soften them up. Ground units attacking them? Send in the zealots.
Hit-and-run operations can also be effective.
When attacking, your air units will most likely be the first target, becuase most players understand their power if they go unchecked.
One final note, scouts and amazing aganst guardians (who can't even fight back) and battlecruisers.
Cannon-crazed:
With even one expansion, you'll soon find yourself with hundreds, if not thousands of spare minerals. You may want to build more troop-producing buildings, but you'll soon find that you don't have the psi (typically at the 200 max limit) to support all of that. What can you spend it all on? Photon cannons. Build out the borders of your town with pylons and walls of cannons. Go around to expansion spots and do the same. Try to trap in your opponett with towers. Once, in an FFA, I went crazy (well, I had 20000 spare minerals with 5 expansions) and built 126 photon cannons in a solid line 3 cannons deep outside my town. When a zerg player attacked with 12 ultras, they couldn't even get one attack in.
With these cannons, you'll take out really anything but siege tanks and guardians. They'll buy you more time to amass troops and prepare for attacks on important targets. They'll attack without your command- the perfect automated defense.
Once, I even got someone to surrender after seeing how many cannons I had put up in defense. Although a few really aren't too menacing, walls and large groups of them will certainly frighten your enemy ("He had that many minerals to spare?").

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