I'll usually go 2 to 3 (especially when Quantum is in the game to help "remind" me to buy PD by using a scout to take my unguarded provinces

); Jotunheim and Abysia in particular I'll usually aim for closer to 5 - 10, depending on location & spare gold.
As far as the AI goes : I only play SP to test a design, since I get sick of nations all the way across the map declaring war, casting fires from afar, seeking arrow, etc, when they don't even know where I am; because of this I don't often game the 11/21 breakpoints.
Oh - another reason to put a moderate PD (5+) vice 1 : since I usually have a luck scale, I'd
much rather get +5 to +15 PD event going on top of 5 or more - much higher benefit in terms of how much gold it would've cost me to build the PD myself.
Then... Maybe higher PD to protect un-fortified temples & active labs, albeit not with super-lame PD nations. Jotuns, Abysia, mmm, Ulm's decent because of their armor.
And as Quantum mentions : especially when you're surrounded, and you _know_ the enemy is going to try and hammer you, buying 20-40 PD can make the difference between losing a key army and destroying the foe, since the PD inflicts damage and more importantly, soaks up casualties while my Mass Protection, legions of iron, body ethereal, etc, are being cast on my troops and other mages are acting as artillery.