How do I counter a Zealot Rush (as any race)?

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.

Zealot is the first available Protoss ground combat unit so while scouting is important, at least having some early vision to see when they are coming will help. Either way it's not unrealistic to just build as if you're expecting the Zealots to come. After all the early part of the builds to block them are just as standard as the ones that bring the early Zealot rush because they are early stepping stone tech buildings.

1) Protoss: Well if they are Protoss and you are Protoss you just need to have a nice smooth fast opening so you can have a defense on par with his attack. You guys are on even ground here, get some Stalkers for range and Zealots to tank for them.

2) Zerg: You'd be surprised at the power of the amount of Zerglings you can get in the amount of time he can make a Zealot rush that is early enough to be any trouble. If it's a little later get a second Queen and some Spine Crawlers. You can then move the Queen to your expansion later. Properly controlled Roaches are also good for Zealots but keep in mind they will be in trouble against many of the other Protoss units.

3) Terran: Wall off, Marines. Also note: Marauder micro with stun shell upgrade can own Zealots. Just spam move click away from them and then every 3 clicks hold 'A' (or whatever your attack move key is), the Raud will turn around and fire on your attack move command and then the subsequent move command will keep him running after that, the grenades will slow them down allowing you to double back and repeat if they flee.

I'm not good with Zerg, but I can answer for both Toss and Terran:

Terran: wall in your ramp. If you can see the rush coming, go reapers. Reapers are faster than un-upgraded zealots, so you can "kite" them and micro them without losing any reapers. Works effectively too against a zergling rush.

Also, with the Reapers bonus against light units, the wall in will be extra effective.

Protoss: Wall in and get a few stalkers. Kite the zealots with your stalkers. Just keep dancing while continuing to pump out more stalkers. While his zealots are running around trying to get your stalkers, your stalker army will grow... eventually just wiping them all out.