One of the major elements for victory is an ability of counter attack. That must be taken in consideration especially when playing Protoss race. Their Immortal units are very powerful in such situations. Mere size and power of your army may have little affect, when tactics are incorrect, which may lead to a sour lose.
When choosing Protoss race:
First you need to get to know Immortals to successfully use them in a fight.
They have a special shield which allows them to take a maximum of 10 damage, anything more powerful will be deflected
When confronted with an armored units, their damage bonus is very high if not huge
This is why Immortal units are capable of destroying large groups of armored units such as thors or ultralisks, but are vulnerable to attack units such as marines and zerglings.
Against Terran player use Immortals when confronted with group of thors or tanks. If there are also marines between them, first take out the marines by using any other unit and than try demolishing their armored units with Immortals.
Against Zerg player Immortals will dominate against the Zerg's roaches which are an armored unit. Roaches have an attack damage of 16 which means 6 will go to waste when confronting the Immortals. Immortals are a good choice even against hydralisks and ultralisks. But remember that immortals are very vulnerable against zerglings, so my advice would be to use a combination of colossus and immortals when against zerglings and armored units.
Immortals must not be left unnoticed and must be taken serious, especially if you are playing any other race.