The best protection possible is a device pros rely upon, called a "Lens Cap". It is removed, exposing the raw glass to the world when photography is being done, and it is replaced for travel. The advantage is that a costly lens is not being reduced to the sharpness of a cheap filter.
The exception is when photographing extreme industrial activity such as sand-blasting. In this case, an underwater housing is recommended, since the whole camera is exposed to abrasive particles traveling at high velocity.
Since camera stores buy UV filters in bulk and sell them at 20 times their cost, it has been very profitable to build a myth of protection. Consider the force it would take to damage the lens as you are looking through the camera. Consider that the paramedics would be picking the camera bits out of your face and head in those circumstances - on the way to the ER or morgue.
If you are shooting in an enviroment with heavy objects flying about, a filter is not going to save your hide or your skull or your lens.
Do as the pros, and use your expensive glass as it should be used - unimpeded by cheap glass. Buy a lens-cap.