I have a question about the defend order.

How does it have to be used? If I think it well, I may use a defend order during the planning phase, but then I can only put down 3 normal orders.

Correct.

Remember that the defend order means that any additional combat cards that give less than 3 health will be ignored. A bunker will give a marine +3 health, not +5 health (3 bunker + 2 defend). The shields card from Protoss won't do anything at all.

That's correct, this order is counted to the limit of orders per round, you can also use it only once per round.

It is especially good when you want to keep control over some areas (e.g. to fulfill special victory conditions or to prevent enemies to do so). However, you need to have at least 1 unit there, after previous round. And you can use guard token in only one battle of your choice, until you control this area (empty or lost areas lose also their guard tokens).

It is possible to have more than 1 area defended, or (I'm not sure?) even to have more than 1 guard token on the same area. So if you use that order regularly, you can make some areas or even entire planets a true fortresses. On the other hand, GT health bonus won't sum with any support/event cards increasing health too. So consider saving this token for later if you have good (or lot) such supporting combat cards available during defence, and you are not going to attack any area soon.

"Defend" is good also because nobody can block it on order stack. Very usefull if many players are going to put their orders on the same planet during this round.

More description on this blog: http://www.haslo.ch/blog/starcraft-tbg-strategy-orders-planning/