First things first: Meet my favourite defensive engineer secondary: The Short Ciruit.
This weapon is better than any other engie secondary, because it eliminates most threats of the engies daily life easily.
A few examples:
Spy
Soldier
Demoman

Did you know that the short circuit was originally planned as an Arm machine gun for the engie.
Personally I always thought it was just something over the engies hand until I saw this concept art:

It's use is pretty simple: Use your mouse 2 to block incoming projectiles and spycheck.
Mouse 1 is kind of useless for literally everything, so don't use it.
It should be noted that you need to at the very least be decent at metal management, because this weapon requires a lot of metal.

The first of many enemies of your so carefully built, ATM fully operational sentry nest.
You have two possibilitys now:
If its a demoknight, its your lucky day. This guy wont manage to damage your nest or you if you stay near your nest. At least if you aren't a gibus and built your sentry facing a wall in the sewers of teufort.

If its a Demoman... well. You better have a short ciruit ready or that dude is gonna rip you into pieces before you would even know what hit you. And even if you noticed: What should you do when he is drawing a circle of sticky bombs around your nest. If that happens, the only thing you can do is running to savety and let you nest die, sadly.

After all its no use dying with your nest if you can only let the buildings die and survive yourself.

The soldier is the most annoying person in tf2. Except for the pyro, maybe.

Lets say that you know how to position your sentry. If you know what you are doing, you wont build it out in the open. That means that a soldier has the option to cornerpeek your sentry.
Now you have a problem:
You cant constantly stay behind your sentry, because the soldiers rockets do splash damage which will also hit you behind the sentry AND he can aim his shot a little to one side so he hits behind the sentry. The risk of getting hit by a crocket is simply to great.

To counter that, you have two options:

You can either use the short circuit (yea I know I really like this weapon) to prevent your sentry from beiing damaged.
OR
You can just use your rescue ranger (only works if the soldier is cornerpeeking) to fix it on range immidately.

Whatever you do: Never crouch behind your sentry and try to wrench it.

A spy who attacks alone is almost everytime a dead spy. Except people who are like Mr.Paladin.
If you encounter a team push, its never wrong to think there is a spy with them, waiting to sap and disable all your buildings, so they become easy prey to the other teammembers. The problem with this is, that you can't easily remove the sapper from your Dispenser while having to repair your sentry, but for that you need the metal from your Dispenser. See the problem?

The best thing you can try in this situation is killing the spy before he can do any harm to you or your buildings.

And this is again where my favourite secondary comes in: The short ciruit. With the secondary fire, spychecking becomes so easy that you will never ever need a pyro around your base ever again, if you have metal that is. Just m2 and shoot an energy sphere which will shoot a lightning in a 5 meter radius around itself at any enemy, no matter if they are cloaked or disguised.3 of these secondary shots should be enough to cover an entire intel room.

The Heavy a big threat to your nest.
If he is übercharged, RUN.
If he is just standing 50 meters away from your nest and shooting at you, repair the damage and don't get hit. Especially when he is using Natascha or the Brass Beast.

If he is corner peeking and doesn't know what he has to do he is as little of a threat as possible.

The problem with him is that even a not übercharged, full health, not pocket-medic-owning heavy is able to resist your level 3 sentry for a few seconds.
Lets do the math:
(info from the tf2 wiki)
A level 3 sentry does 50-150 DPS, depending on the distance to the target.
A heavy has 350 HP.
It takes at least 3 seconds for a level 3 sentry to take down a heavy and that's only if he's standing close to it (which won't be the case in the majority of battles).
The closest option is just to hide behind your sentry and wrench it as fast as possible.
A normal wrench should do the job just fine, but to be more efficient I recommend a jag.

So for this part I would like to talk about loadouts. Here is mine:

I will explain the parts shortly:
The Rescue Ranger: Just as a simple tool to make things easier. Its really useful if you can put a bit more distance between your sentry and your Dispenser.

The Short Circuit: Just look it up in literally every other chapter.

The Jag: I always put building over melee, so the jags faster building speed is just perfect.

PDA: Seriously? This is literally the only weapon slot in this game with only one weapon.