Marines seem to be a good cheap and quick to build up anti-aircraft unit, but my question is more about "strategy" and not just a "unit".
I was using Banshees (which have cloaking) to startle some Protoss units, and in come their ground units which Banshees can handle.
But then in come some Protoss aircrafts, which Banshees cannot fire at, so I started bringing in some marines for the anti-air, along with medics to heal them. However, Protoss units would go through those marines quite quickly and that would leave nothing else to attack the Protoss aircrafts.
Another problem was that SCVs are good to keep around those Banshees to repair them, but those SCVs quickly became Protoss zealot meat, leaving Banshees in disrepair.