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.
So you've talked about two completely different strategies which are handled at completely different times in completely different ways. I've gotten tired of trying to explain to people when they have different concepts or the same concept so I'm just going to give you two answers right here.
Bunker Rush
I had the pleasure of watching Fruitdealer vs Boxer at Blizzcon 2010 and one of my favorite parts was game 2 when Boxer Bunker rushed Fruidealer at the start of the match. To his credit Fruitdealer recovered quickly and went on to win that game, but it illustrates what the goal and the strengths are of a bunker rush and how you have to respond
The Goal of a bunker rush is to punish a fast expanding Zerg. Like any other rush it makes a large economic sacrifice to try to devastate the opponent's economy by a larger amount. Unlike 7 Pool play, a Bunker Rush isn't designed to end the match, but rather deny the Zerg an early expansion. By denying that expansion and then going on to expand quickly the Terran player can put himself in a dominant position. Usually this is a debt that cannot be recovered from.
Also unlike a 7 Pool a bunker rush isn't an All-in. Instead, the Terran player usually only makes a handful of Marines and attempts to salvage his bunkers after he has denied the early expansion. This allows the Terran to quickly recoupe his expenses and expand.
Because it is a low cost Rush it is a favorite tactic on small maps by many high level Terran players.
Dealing with a Bunker rush usually means two things: protecting your expansion, and not building too many Zerglings. If you over commit to Zerglings, even if the Terran doesn't kill a single Drone he has denied you a large number of Drones because those Zerglings could have been Drones. At the same time if you don't build enough Zerglings he'll easily destroy your expansion and leave you at an economic loss.
Responding usually means trying to destroy the bunkers before they are built. Pull 2-5 Drones off the line and try to attack the building SCVs. Because double Bunker rush makes an air tight wall this can mean you don't kill the SCVs before the bunker is built. Additionally, you'll need an earlier Spawning Pool than you expected, so as soon as you see the bunkers go down, build that Spawning Pool. If you have a Drone at the expansion its a good idea to get a Spine Crawler up to prevent it from being taken down.
Ultimately, if you can't defend that expansion you need to let it go and build sufficient forces to break out. This is a large set back, but not so large that you can't recover from it.
Marine Congo Line
An early Marine Rush is very different from a bunker rush as it is designed to be All-in play to end the game early. Instead of denying your expansion and trying to out Macro you, the Terran player is trying to force the issue early. Usually this will mean 2-3 Barracks (without any add-ons) and rallying his forces directly to your ramp.
The Marine is one of the most powerful units in the game. Like the Zerglings (and to a lesser extent the Zealot) the Marine represents very cost effective dps. Unlike the Zergling and Zealot, Marines use range to further take advantage of their cost effectiveness. This is often times why people say that the Marine is one of the few units that gets better as the game progresses. As a result, when dealing with the Marine you want to make sure you have a large enough force of Drones+Zerglings before you engage. By sending your units in wave the compounded damage provided by the Marine's range is going to punish you much more than if you were fighting Zealots.
To respond to these Marine Congo Lines, you're going to have to produce a large number of Zerglings and get a good surround. Wait to engage your opponent until the last possible second. The longer you wait the more units and resources you have, so don't engage until you have to. Preferably you'll want to engage on creep and move to surround instead of a-moving. This should trap the Marines and allow you to kill them off. If you're short on Zerglings, do not hesitate to include Drones. They do a fair amount of damage, and this is very much an all-in rush.
Why You're Still Losing
There is a reason you don't see strategies like these at the Bronze level, or even Platinum. These strategies trade very heavily on out playing your opponent by having better execution. Ever notice how Idra sends his drone to build a Spawning Pool before he has 200 minerals? Or how Fruitdealer seems to be able to produce 20 Zerglings at the last second? These players have honed their strategies and removed all the gaps in their build. This skill is often called "Execution," because it is the ability to execute your strategy flawlessly. It usually means little things like: Getting a good Split at the beginning; rallying new drones to under saturated mineral patches; sending out a Drone to build before you have the money for that building; never having 3 Larva at once; having the economy to throw together large forces on the fly. All these things are what constitutes having good execution.
There is a reason Day9 says
I could go just about any strategy and get into Diamond just because I have good execution.
Marine and Bunker Rushes trade on having these very tight, very optimized, builds against an opponent who doesn't, and executing perfectly. Until your execution is on par you are going to get punished by these builds.
Best Answer
So here is your problem: you're trying to figure out what you need right now. This is just about the worst thing you can do strategically. In your defense, this is a very common mistake (more common on the NA servers than EU and KR, but it happens there too). Instead of trying to out play your opponent, you're trying to out think your opponent, and that would work really well if Starcraft was chess.
Starcraft is not chess...
I could give you a long explanation of the differences between the two (like the asynchronous knowledge problem, or how terrain plays an important role, or the perennial Macro vs Micro), but ultimately its going to boil down to the simple fact that: turn based and real time are completely different kinds of games.
So let's back up an examine all the things you did wrong:
Here is what I read: "I went 1 base (as Zerg) Roach play to delay a 2-3 Gate Protoss". The issue with this kind of one base play is that you're sacrificing a very large macro advantage. Since a Zerg's production is proportional to the number of Hatcheries, any sort of one base play means that you're on one Hatch or your second Hatch isn't doing double duty as a drop off point for minerals. In either case that's a sacrifice right there.
So you went one base Roach play into... expand. Here is the issue with that. You made a very large Macro sacrifice to go Roaches off of one base, and usually a player does this because they want to be aggressive (a reasonable reason to make a sacrifice), but you didn't. Instead, after making that sacrifice you decided it was time to invest in your Economy and Tech. This sort of makes that earlier sacrifice meaningless. You essentially set yourself back for no reason.
Its also worth noting that if you're investing in these two things at the same time, you're not going to have the economy to be able to also produce units. The reason many Zergs go for an early expansion but a late lair is that the cost of a Lair is very high for very little benefit (the Lair itself doesn't actually get you anything, just the ability to research/build new things). Now the things that depend on it are powerful, but you're not going to see that payoff for a long time, so if you're facing early pressure its often worth it to stay on Roach/Ling longer.
Now I don't know why you're making all these mistakes, but I'm willing to guess the real problem you're having is dealing with early Zealot pressure (which is why you're going one base Roach). So I guess my advice to you is:
WORK ON YOUR EXECUTION
I honestly can't say this enough. If you're losing to some crazy early pressure its usually not because you built the wrong unit. Starcraft is not a game of Rock/Paper/Scissors. If you're losing early, its because you're getting out played. You need to work on your execution, clear out all the extra time where your units are waiting around doing nothing, and you'll find that all of a sudden this early play is actually really easy to deal with. It's almost like magic (if working hard and training is considered magic...).
Pick a good build (like 14gas, 14pool, 18 expand), drill it down, get good at it.
Once you have that mastered, those early Zealots will fall easily, and when he does that Stalker push (I'm assuming Blink stalkers) you'll find yourself with an 60 food army and the situation will become laughable. You'll wonder why anyone would ever attack with 15 stalkers!
PS. I once upon wrote a decent answer to Zerg's dealing with a 4 Gate, not shockingly it reads very closely to this answer. It might be worth looking at.