It is usually necessary to implement an effective anti-air strategy. There are four parts to an effective anti-air strategy: Scouting, construction, intelligence and defense.
Scouting[]
The first step in an effective anti-air strategy is understanding the threat. Scouting refers to getting information about what kind of threat the enemy poses, typically by sending an air scout over the enemy's primary and secondary bases. You should look for the tech level of any air factories, as well as any existing air units that may be patrolling or gathering for attack. Although scouting runs like these are often fatal for the scout, scouts are very cheap units to produce and should be used liberally.
Construction[]
Based upon the results of scouting, you should select which anti-air units to build. There are a variety of anti-air structures, fighters, mobile anti-air units, and naval units with anti-air capabilities. Which ones you should build depend on your economy, existing factories and what targets you want to defend, but you should always build more than you think you need. Anti-air units can be grouped roughly into fighters, AA structures and mobile AA.
Mobile AA[]
Mobile anti-air units (including shipborne AA) have the advantage of cheapness and mobility, which allows them to protect a land or sea force, but the disadvantage of vulnerability to other types of attacks. It can also be difficult to attack specific air units with mobile AA, because if the targets fly elsewhere, then the mobile AA may move away from the group it is intended to defend.
T1 AA guns are quite spammable at a mere 28 mass apiece, and T2 Flak are just as good as their stationary counterparts, if only weaker in health points and max range. This makes them significantly cheaper than their stationary counterparts and easy to mix into a factory production composition for repetition or templating. At sea frigates, cruisers, and aircraft carriers fulfil the role. Notably, cruisers have SAMs at T2.
Fighters[]
Fighters, in the form of T1 Interceptors, T2 Fighter/Bombers and Combat Fighters, and T3 Air Superiority Fighters, are often very effective because they can easily and quickly fly to where they are needed, but they are also susceptible to enemy land anti-air, and they have the drawback of fuel. Fighters can also be easily distracted from important targets like bombers and gunships by enemy fighters. On the other hand, fighters are very effective at killing enemy bombers because they can follow these slow-moving targets and fire long salvos. The main disadvantages of them are long build times and high investment into energy production (ie supporting power generators and multiple T1 air factories or engineering assistants).
Interceptors are good for early on air defense, or for light coverage in the late game, with a mere 5:00 minutes fuel. T2 Fighter/Bombers can defend against land/sea units as well as air units, the latter more effectively than interceptors, and with 8:20 minutes' fuel, although F/Bs can be outrun by strategic bombers, something that ASFs and CFs have no problem with. The Aeon combat fighter is basically a Fighter-bomber with no air to ground weapons and a higher speed. The T3 ASFs are hands-down the best airborne unit as their name suggests, being fast, strong, and powerful, with 16:40 minutes of fuel, but are also the most expensive in price and time, especially compared to their lower tech-level counterparts, requiring 400 energy/sec and 50s baseline to produce and virtually necessitating T3 power to assist the factory beyond that.
AA Structures[]
Structures generally hit enemy air units very hard. However because air units can easily fly out of range, they are most effective against gunships and fighters which have to linger in the target area, while less effective against bombers and spy planes unless they are built as a large scale network. They are also extremely mass intensive.
T1 AA guns are good if quick defenses is needed, such as against a Cybran T1 Light Gunship rush, but otherwise should be replaced by T2 Flak guns and T3 SAMs. This is since SAMs can hit T3 fast aircraft and the area effect of Flak guns make them much more effective at dealing damage to swarms of aircraft and makes up for the loss of raw DPS/cost on paper. For example, flak is particularly effective against a T2 Gunship snipe. Another soft stat where the Flak has advantage over T1 is muzzle velocity allowing it to hit faster moving targets much better. Even if they have the same nominal targeting ranges, flak is much more likely to hit far targets at the edge of range than T1 guns. This is because T1 primarily function best at hitting targets flying directly overhead, reducing the distance the projectile has to travel to target and minimising the inaccuracy of low muzzle speed.
Intelligence[]
Intelligence is crucial to an anti-air strategy. Anti-air units have a range that is greater than their vision radius, so they become much more effective when the enemy aircraft are within range of a radar unit.
Defense[]
Every effective air attack will at least do some damage to its target. It only takes a single pass by two or three Tech 3 bombers to destroy an ACU, and it can be difficult to kill them before they release their payload on their initial run, so defensive structures are vital. The only defense that is effective against bombers is shields. Build shield generators around your firebases and vital structures, and consider upgrading your ACU with a personal shield generator (if available). This will blunt an incoming bomber or gunship attack and give your anti-air units time to destroy the attacking aircraft.