I've been getting raped by cheese. From baneling drops on my workers to massing infestors and spewing out TONS of infested terrans. It was all my fault too.
You know what though, from what I have learned, it seems the MAIN reason for my loss is not scouting well enough and seeing these things ahead of time. Scouting is so important, and I still suck at it (mainly it's taking up a too much of my time and forget about macro).
Almost every time I check out a replay, I have enough units to wipe them out but I hesitate for fear of the unknown. If I would have scouted, I would've known that they were taking twice as much time getting up their tier levels to make infestors (thus, sacrificing their army count), while I already had 10 charged zealots. Or if I would've seen those banelings, I could've gone with a sentry/stalker combo.
Ever since a few run overs by ling rushes, I learned how to gap my base off with one zealot in the hold position that way they can't get the surround (of course, watched that one over pro replays ).
There's always a way. Just expand your tool set, and you'll be ready for anything.