I wouldn't say there is no defense in the game as you can make it harder for your opponent to conquer you [multiple troops in a region/on a mountain/pick up and leave/etc.]
For your questions:
1- it's almost never in your best interest to eat your own declined races [though there might be a situation or 2 where it might be an acceptable play. Otherwise, no point in killing your VP-generating lands.
Edit = remember you earn VPs on your declined races too [normally, not factoring in powers/abilities]
2- See above. There isn't a way to specifically protect a region (unless you have a power or ability that does so), but as I mentioned early, you can easily make yourself a very difficult (and costly for your opponent) target
Thanks sounds good it's clear to me that you must examine the board and placement of other armies and then examine the available armies to the side and make a strategic descion from that. Sounds very cool getting It friday hopefully I like it enough to get some expansions.