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Basics of the Protoss Cannon Rush
A holdover from the original Starcraft, the cannon rush takes advantage of the ease of building the Protoss photon cannon and their relative early game power to contain, defeat or cripple enemy players. It consists of rushing a probe to your opponents base (obviously this is weaker on large maps where you may not be able to find your opponent), building a pylon and a forge, then placing cannons one after another until you can reach your opponents mineral line, Nexus, Command Center or Hatchery.
The key to defeating the cannon rush (as with all high-risk "cheese" strategies) is scouting. Send scouts early, and if you arrive in the Protoss base and see a fast forge or nothing at all, immediately scout the interior of your base with one of your gatherers. If you encounter the enemy probe, try to kill it with your workers, and if you see a pylon or cannon warping in, four workers will be able to kill it before it finishes. If, however, your opponent has cannons already in place, then you will have a difficult task on your hands.
The following sections will help you with defeating the Protoss cannon rush with the race of your choice.
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Defeating the Cannon Rush as Terran
Terran players have a lot of tools to defeat a photon cannon rush. If you fail to kill the pylon or Protoss' photon cannon as it is warping in or don't scout successfully, then you have two basic options: build a bunker and man it with marines or marauders, or lift off and try to build elsewhere. If you can, try to get Marauders as fast as possible: their long range and bonus damage to buildings will help you destroy any incoming cannons, and if you manage to place a bunker, they can effectively stop the Protoss players from placing any cannons closer. Marines will do, but you may have to repair the bunker and micro the marines. If your back is absolutely to the wall, load up your Command Center with SCV's and fly to a new mineral field. Ignore the cannons in your base and focus on attacking at the Protoss player's main. With any luck, you will be able to punish the player for their cheese by attacking where they have few defenses.
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Defeating the Cannon Rush as Zerg
A Zerg player's biggest tool for defeating the cannon rush is the speed with which the can counter attack. While trying to destroy the cannons or pylons as they warp in, try to send your first six zerglings to their base to harass - this will either force them to lose probes or waste minerals building defenses in their base. If you have the energy, spread creep with your Queen to stop the Protoss player from building more pylons and try to build spinecrawlers where they will block the building of more cannons. Teching to Roaches will allow you to defeat both the Protoss photon cannons and whatever defenses they may have at their base. Be looking for an opportunity to expand as well - if you can sneak a drone out and build a second hatchery, then you will be most safe from aggression.
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Defeating the Cannon Rush as Protoss
Defeating a cannon rush as Protoss is easiest of all three races if you manage to scout quickly enough. If you fail to stop the pylon or cannon from warping in, immediately build a forge and place cannons near your Nexus to stop the player from advancing. Even one will prevent them from building any closer. Depending on how many cannons you are facing, you may want to abandon all tech and chronoboost as many Zealots as possible with the intent of overwhelming your opponent. Don't be afraid to send a Zealot or two to their mineral line to pick off probes - they will lose time defending, allowing you to break out. Aim for Immortals, as they will be able to devastate cannons, especially with a Zealot shield.