Before we discuss counter builds, let's talk about what an early Zealot rush is:
"my defenders got wiped by 4-5 zealots and more and more zealots kept pouring in and eventually killed me"
This is the dreaded 2 Gate rush.
Your first goal is going to be identifying it. Luckily this is fairly easy to do. If you scout with your 12-13th drone/probe/scv you should get to your opponents base while his first Gateway is still building, worst case while his second is. All 2 Gate rushes start the same: Pylon, Gateway, Gateway, Pylon. This makes them very easy to pin down. If you see that second Gateway go up before the Cybernetics Core you know he's playing some sort of rush (pro tip: you can click on a Protoss building warping in to see what it will be). If he does a delayed rush, chances are you'll already be in a better position to defend, so you really want to watch out for this early rush.
The attack that will come should be 5 Zealots with 2 more in route (obviously he may wait for more or less, but this is the best time for him to attack).
As Zerg a 2 Gate opening is one of the scariest things to deal with (right after Hellion harass into Mech). If you fast expanded, use the expo as a damage soak and cancel it before it gets killed (if you can). Ideally you'll want to keep that expansion alive as his economy will already be devastated. When you scout a 2 Gate, you'll want to build a Spine Crawler almost immediately. Additionally, a Roach Warren is also recommended. Roaches are very strong vs Zealots (slow attack and starting armor vs a unit with fast attack) and if you can position some by your ramp or other choke you can cut the surface area of your Roaches in half. If you're already into a more speedling based build, then you're going to want to wait for him to surround your Hatchery or engage your Spine Crawler. This will naturally give you a very nice surround on his units as they will spread out. I also recommend bringing your Queen along for ranged dps (and to infuse the Spine Crawler).
The key thing for Zerg about repelling a 2 Gate play is the recovery. Early 2 Gate is so effective that even though he is putting himself at an economic disadvantage, he may do enough damage to your economy to win. You'll want to do the following: Put an Zergling outside his based (this is a scout for his next move); Tech to Roach or Hydra or Muta, as 2 Gate will likely lead into 3 Gate, 3 Gate + Robo or 4 Gate; Power drones, this one is key as he's making a huge economic sacrifice to push with 2 Gate and you need to exploit this for victory.
Terran traditionally have less problems with 2 Gate as they can usually wall off before the Zealots get there. If you already have Vespean Gas then its ok to go for Marauders with Concussive Shell, however, if your strategy didn't include that, you're going to want to skip add-ons and throw down a second Barracks when you scout the second Gateway. With Marines faster build time, you can create a tough Marine force behind your wall well before his Zealots arrive. This ruins the fact that he made an early sacrifice to go for a Zealot push and should give you command of the match. From here is very easy to transition into an MMM or even BioMech which should give you a quick victory.
As Protoss you're going to also want to wall, stick a Zealot or two in the opening and push for Stalkers. If you can have enough 1 Stalker out and your opening plugged before he gets there, chances are you've already won. It is not unusual, upon seeing a 2 Gate, to throw down a second gateway yourself. As defender you'll naturally have the advantage as his troops have a longer rally distance, and you can control the choke. If you push out an early Sentry, he'll probably Rage Quit and call you a cheater.
Now if you're dealing with a Proxy Gate (which is different than a 2 Gate) you have slightly different things to watch for. Lack of Assimilators and Pylons in his base are your best clue. At this point you'll want to start taking your scout and covering all the corners of the map. Additionally move a scout to outside your natural or the nearest Xel Naga tower.
Best Answer
Correct, 4 zealots VS 4 roaches will leave you with 3 zealots, without micro.
Correct, Roaches are tended to be defensive units while Zealots are aggressive/scouting units.
First of all, Roaches do move faster than Zealots on creep allowing you to effectively kite them. Stutter step is indeed the way to go, you can move the damaged roaches to the back if you have what it takes to micro them. However, if you can manage to refine your build order instead or be better macro-wise, then the micro won't pay off as much as the macro. Getting an extra roach can make the difference.
When you have excess energy (or planned a second Queen to defend the ramp early on), you can spread creep so you have a larger area defended. This will eventually allow you to move between your expansion and your base faster at will. Later in the game, if you plan to be aggressive with your roaches, roach speed is a necessity.
Also, as you are defending, Spine Crawlers can be useful to have if you have excess minerals.
Start of with practicing the stutter step, it's less micro-intensive than having to accurately move the damaged roach out of them. Once you get better, you can opt for a combination of the two.
So, a summary:
Make the best out of your build, have that extra edge macro-wise.
Defend on creep, so you have more speed.
Add additional queens or spine crawlers, when you have excess minerals from your build.
Stutter step, improving later towards splitting and saving individual units. But, macro first...