In the early game, you're going to want to rely primarily on your Henchman for defense. Your henchman can be knocked down (but never fully killed) by "normal" agents. Keep tabs on him or her, and dispatch them when trouble arises.
Focus on building a large enough barracks that you can build up a good pool of minions to send out on missions, while keeping enough around to help you continue to grow the base. Be patient - don't spend too much money accelerating the minion recruitment process if you can avoid it.
One of the more irritating aspects of the game is keeping the minions on the world map - they will get caught/killed over time and you'll have to reassign them from your base to continue to make money. Also take note of which regions you're stealing from - once you have a staffed Control Room, you can tell how much money a region has, and how likely your minions are to get caught stealing there.
When you have multiple henchmen later in the game, you can send them out to the world map to aid in stealing - each henchman has stats that indicate what they're good at, so you may wish to pick additional henchmen that are good at stealing if you're having issues with cash flow.
Note that for the most part, (and especially in the early game) you do not want to engage in combat or kill enemy forces - focus on keeping them out of the "naughty" parts of your base (where items that have high heat ratings are) and distracting them with low/no heat items and/or fake parts of your base.