Probe
Weapon: Particle Beam

Probes are robotic drones.  They service the Nexus and gather minerals and gas.  Probes have the ability to warp in buildings.  Once a building is warping, the probe no longer has to stand there until its finished.  One Probe can warp in numerous buildings at the same time.

Zealot
Weapon: Psionic Blades

These are Templar warriors that have not reached the upper levels.  Zealots are fast and deadly (if upgraded).  They have forearms capable of channeling psionic energy which can turn into blades.

Dragoon
Weapon: Phase Disruptor

Protoss warriors who are crippled and willing to fight are transplanted into Dragoon exoskeletons.  Dragoons can provide cover for the Zealots by launching bolts of antiparticles.  These bolts are effective against air and ground targets.

High Templar
Weapon: None

Although High Templars don't have any weapons, they still have awesome psionic abilities.

- Psionic Storm
Since the Protoss are powerful psychics, the High Templars can send out psychic ripples that are disruptive to other life forms.  The Psionic Storm is able to tear apart the minds of lesser species.

- Hallucination
High Templars are able to create illusionary duplicates of other beings.  They can be used to draw enemy fire away.  They also make good scouts.

- Summon Archon (Requires 2 High Templars)
High Templars can sacrifice themselves and merge into a more powerful ally.

Dark Templar (Brood War)
Weapon: Warp Blades

These Templars are able to bend light around themselves which makes them invisible.  They have Warp Blades that do major damage.  Unless seen by the enemy, these Templars are unstoppable.

Archon
Weapon: Psionic Shockwave

Archons have psionic storms that can be used against ground and air units.  They may not have much HP but their shields are extremely high.

Dark Archon (Brood War)
Weapon: None

Two Dark Templars can merge into a Dark Archon.  Although they don't have weapons, Dark Archons are very useful.

- Feedback
Dark Archons can turn the power of its enemies against themselves.

- Mind Control
The Dark Archons can take over any units, friend or foe.

- Maelstrom
Dark Archons can use mental energy to stun their enemies for a short period of time.

Reaver
Weapon: Manufactures Scarab Drones

These mechanical Reavers can level entire colonies in moments.  Reavers don't have mounted weaponry, but instead it warps in Scarabs.  Scarabs will need to be rewarped after its been launched.

Scout
Weapon: Dual Photon Blasters, Anti-Matter Missiles

Armed for both air and ground attacks, they are easily a match for most other flying vessels.  These Scouts serve as point guards for the Protoss fleet.

Shuttle
Weapon: None

Shuttles are use to transport ground forces into the midst of battle.  These Shuttles are even large enough to carry massive Reavers.

Arbiter
Weapon: Phase Disruptor Cannon

Arbiters have an anti-warping field that can cloak nearby units.  Since it creates such a large field that Arbiter itself is still visible, even in the field of another Arbiter.

- Recall
This create a tear in space-time, and any friendly unit that enters the vortex will be transported to where the Arbiter initiated the effect.

- Stasis Field
The Arbiter can create pockets of space-time.  Any units caught within these pockets will be trapped in a field.  While they are trapped in a Stasis Field, they cannot move, be harmed or do harm.

Corsair (Brood War)
Weapon: Neutron Flare

These medium-sized warship were built by Dark Templars to safeguard their fleets.  They are able to use a Disruption Web that can disrupt pathways to the brain.  When this happens, units or structures caught in the web will not be able to fire.  Their Neutron Flares can burn through most types of metal causing splash damage to nearby units.

Carrier
Weapon: Manufactures Interceptors

Carriers serve as command centers for the leaders of the Protoss fleets.  Although Carriers don't have any weapons, they can unleash deadly Interceptors that will tear through almost anything. 

Observer
Weapon: None

Observers are mainly used to explore.  Since Observers remain cloaked throughout the entire game, they make good scouts and detectors.  Place them next to your base entrance and you cant miss it when the enemy comes.