The most important factor in Path of Exile being a great game is the options available to players in the gameplay. From classes, skills, and Path of Exile items to all the little details in between, you get to choose what's best for your character. One of those things you get to choose is how your character survives damage, which is the defense.
The defensive stats in this game have variety, and it's best to know what each does, what they're dependent on, and how you can best maximize them for your character in order to know which to choose. You have armor and evasion for your damage mitigation, as well as health and energy shield for your damage absorption. Each has its own advantages and disadvantages, as well as their own synergies with other character stats, so knowing how each works is crucial.
Most of it is dependent on both class and build, making the most of an attribute or PoE items that the character build centers around. It's also very dependent on where your character is on the passive skill tree; you take whichever has more nodes on your part of the tree. It was designed to conform with those specific character classes, although you may deviate however you wish. But if you want something optimal, then you'll have to go with whatever that class has for you.
Do know that if you go for armor, then your survivability is endurance-based, so you'll have to go for a more tank-like approach with leech and block. That's what you'll most likely go for if you start from the southwest side of the tree. If you're sticking to the top side of the tree, then you go for evasion, as well as perhaps energy shield would suit it more. Both can be bolstered with auras and other things that work best for them.
Picking which type of defense to go by is all about knowing beforehand what kind of PoE item and build to invest in, and/or vice versa. If you really think about it, despite how the game boasts being a sea of open possibilities, there's actually not that much wiggle room to be had when it comes to determining what type of defense your character can use optimally. Your choice here is pretty much in the hands of what type of character you choose to play with. It also does depend on your particular playstyle, but that's not as big of a factor in this case.
But despite the lack of flexibility here, you can still go with whatever your heart desires if that really is what you want. As with the spirit of the game's emphasis on possibilities, you can make any kind of character work as long as you put enough time and effort to it. Just know that if you go for a less-than-optimal choice, then you'll be in for a harder time.
However, despite all of this, do remember that if that's actually more fun for you to take that challenge, then it should be all good since Path of Exile is still about being able to play your character however you want.