Here's your basic psychic shields, as taught to me by a friend of mine. The approach is psionic rather than mystical, so it ought to work for just about anyone with a "normal" set of psychic traits.
Visualize a hard "shell" of force extending from your body about 2-3 inches and conforming to its contours. Don't actually put one there, even if you can; for right now just picture it. If you find this visualization difficult, start with a sphere or egg shape a few feet from your body and gradually bring it closer until it's the previously-mentioned few inches. Make sure it covers your entire body, down to the soles of your feet; don't just concentrate on the head and torso because they're easy. Pay particular attention to the color; common colors seem to be purple or white. It can be whatever you want it to be, but white's usually the strongest. (Mine started as purple, then turned white as I tightened it.) Keep visualizing. Look at all parts with your imagination. Get comfortable with it. Move with it. Do jumping jacks if you want. Build up your concentration. Focus comfortably.
When you're comfortable, focus and concentrate. Now breathe in. As you exhale, actualize it. Make it real. Even if you're not familiar with energy projection, this should be an automatic process if you have the right willpower. You might feel a brief (or not so brief) tactile sensation - i.e., you'll actually feel the shields as part of your body. Any feedback you get will depend on your sensitivity. Just because you can't feel them doesn't mean they're not there -- if you think they're there, then they are. Their strength is proportional to your certainty that they exist.
And that's basically it. If you have any sensitivity, you can figure out how to test them. (A friend who can direct energy would help. "Hey, do me a favor, could ya shoot me in the leg?" Preferably non-lethal, of course.) If you're like me, and not very sensitive, then you'll have more trouble with feedback and refinement, but it's still possible. Then again, non sensitive people also have the advantage of not needing shields as much. Under ordinary circumstances, anyway.
If this works for you, cool. If it doesn't, I'm sorry. Feel free to modify and experiment at your leisure. Mystical associations (particularly Moon magic or invocations) will always help... Also play with the form & function if you like. (One of the many reasons for having the boundary two to three inches from you is that you can, if you have the strength of will, "fill in" that space with further shielding or padding.) It would be very helpful to you to make this a "background process" that you can keep maintaining all the time without having to concentrate on it. Only practice and some good mental suggestion will do this for you; I've never been able to succeed at it and put my shields up only after I think there's danger. (I'm now trying to project an external shield onto a pentacle so I won't have to worry about it -- anyone have good ideas for a ritual/spell?)
One last question. What are shields good for? Some people won't have to ask. In general, they'll protect you against almost any psychic (and most magical) assault. They do this with two components. The physical component works by blocking (or absorbing, or reflecting -- depends on your style) energy directed at your person. This covers just about everything, from negative energy shot at you (including curses) to things that latch onto you and eat you for lunch. The mental component supplements this by convincing you that you have shields, and therefore are immune to psychic attack. This certainty is an overwhelming defense against possession, emotional projection, and fear. So shields, in my experience, are good against a complete range of critters from things that go away when you tell them "Go away" to people working against you and even a few Really Big Things. (A Really Big Thing against which your shields are ineffective is probably a Thing You Shouldn't Be Messing With.)
(One final final note: The shields I described here are way too close to the body to defend your aura. As far as I know the only way to prevent interference with your aura is to have a strong one.)