Not necessarily. Armour is far more beneficial against Terran in the early stages than attack until the lategame when high tech, aoe units are out, hence why you see many pros having 1 attack/2-3 armour upgrades in the midgame before getting more attack upgrades and higher tech units. Armour upgrades negate bio incredibly well, especially for zealots, which when combined with charge make them terrifying against marine/marauder compositions when trapped by forcefields or confined spaces because the zealots take much longer to die and cause a significantly larger amount of damage. The upgrade makes a much more noticeable difference against marines than marauders though since they rely on fast shots of small damage compared to the marauder's slower shot that inflicts more damage.Attack. As Protoss, upgrading Attack is always the best, no matter what race your opponent play.It is especially important to upgrade Attack +1 quickly when facing Zerg. (Since Zealots will kill Zerglings in 2 hits, instead of 3 without the upgrade etc.)
Against zerg, attack is more beneficial until the lategame, where you should optimally be getting armour upgrades anyway. In the current trend for Protoss (IE: all of the stupid 2-base all-in crap with 5-7 gateways), attack upgrades are an integral part to the build working.
Shield upgrades are useless, especially against ghost-using Terrans because if they EMP right you won't have shields anyway. I only get shields once 3/3 is done and all other necessary tech is upgraded.
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