Well theres two distinct ways to do this, the subtle way, and the unsubtle way.
The unsubtle way is pretty straight-forward. In it, you stick your slann in a beefed up SW unit or a TG unit to protect him from enemy units. In order to make sure that your Slann wont die from a cannon-ball or other random fire, you get a plaque of protection. WIth a 2+ Ward Save, your Slann will be nigh-invulnerable to general fire. You can add a totem of prophecy to ensure that your unit wont flee from the fear-causing troops out there, and your good to go. In essence, you can pour as many points as you want into protecting your slann, the sky is really the limit.
Often, at 2k points you will see people taking a beef-cake unit and either a totem for fear or a plaque for better missle defense (or alternatively the Sun-Standard to give further anti-missile defense). In this case, except for exceptional cases such as a brass orb or a pit of shades, your Slann will only be killed through the attrition.
The only problem with this is that it is an all eggs in one basket approach. A more subtle way to defend your Slann, is, well, simply to stick him behind a piece of terrain. I realize that it sounds actually quite unsubtle, but as your slann can benefit from the LOS of your skink priests, there is really no logical reason that you should be putting your Slann near your enemy. Alternatively, you can use the seperate units of your army to protect your slann by positioning swarms and skinks in ways that divert charges away from a Slann. As a monster, your Slann is suprisingly mobile, being able to turn 360 degrees before making its full 8" move. If your good enough at judging distances and have a mind for movement, you should be able to use your slann as a magnet to draw your opponent into some nasty traps.
As a final note, dont forget that your Slann can cast spells such as Bears anger and FSOR on himself. Both are basic spells that can let your slann fend off enemies (and lead to some unexpected flank charges). Spells such as shades of death can protect the Slann and any unit he is in from fear causers if you left the totem at home.
In essense, what I am trying to convey is that, as the general and the focal point of your army, there are almost limitless legitimate ways to keep the slann alive. The more difficult thing is to keep him alive while not going overboard so that the rest of your armies potential is compromised.
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