Shield Wall
For enemy infantry armies, I post javelin units in front, Heavy legions behind, and have the javelin troops fire and retreat in alternate ranks as the enemy approaches, until finally they are withdrawn behind heavy troops as the enemy closes and continue firing while the enemy attacks the heavy legions. If I have cavalry, I use them to attack the rear of enemy troops are are FULLY engaged against my infantry.

Comments
This seems to be our commonest tactic, so there were quite a few comments

Alternatively, I tried working with legions and javelins (2-1) with one legion blocking the enemy, while the javelins hide behind them and "fire at will" The second legion can be used to flank the enemy and create havoc.
[Jayhawk]

That's 3 legionary cohorts in tortoise formation in front of 2 javelin units, in line formation. Assume the enemy coming from in front of the legions. That way, the javelins can shoot at the enemy while the academy-trained (of course) square-formation legions bear the brunt of the attack.

I would also normally have 1 cavalry unit in reserve, ready to sweep round behind the attackers and hit them from behind. Alternatively, the cavalry can be used to mop up any remnants of the enemy forces which try to retreat.
[Angel Reckless Rodent]

I tend to use the same formations as Angel Reckless Rodent and in the same way.
[Bob the Lethargic]

The Ultimate Shield Wall
Just 1 infantry legion, backed by 3-5 javelin legions. Stick the infantry's standard RIGHT ON the invasion point (easy to pick if the scenario maker likes to use native huts to mark them) and setup as per usual Shield Wall strategy. Since you've occupied the invasion point yourself, the enemies cannot get onto the map. Kill 'em all.
Bonus 1: Zero losses against even the biggest invasions.
Bonus 2: Absolute fastest way to get rid of invaders and resume immigration.
Bonus 3: Never have to worry about defensible locations.
[MartyParty]