My first protection spell was a spell I go from a book on Druids and it called for the balance of light and dark energies to act a ward around the protected area. I felt that it worked because I had placed it around my bed at night and had no bad dreams or nasty wake up calls (I normally get woken up rudely). It's not a sure fire way to prove the spell, but I felt that the spell was effective.
Keep in mind that most protection spells will not block physical objects coming at you. Magick is to be used as aid, rather than being dependent on it.