What is the best strategy for defending aganist mind control?

Units with high Will stand a better chance to not be mind controlled - this can be boosted by manufacturing the Mind Shield accessory. As well as taking up your accessory slot each one requires an Ethereal corpse - which is part of the problem.

Having a Psi soldier of your own - a second tier skill Psi Inspiration boosts the Will of nearby troops making them harder for alien mind control - though by grouping together potentially leaves you open to a Muton alien grenade.

A strategic advantage is getting the Iron Will perk from the Officer Training School early - increasing the amount of Will gained on level up for all your soldiers - the earlier you can take this the more of a boost it will give by the time they reach Colonel.

Not taking previously Critically Wounded soldiers on missions where there is likely Psionic enemies - the permanent reduction to their Will makes them very succeptable to mind control or panic.

As for during the mission - careful progress. For smaller UFOs the Sectoid Commanders / Ethereals tend to stay in the central control room - which gives you a bit more opportunity to get your units prepared just outside before breaching together. For larger UFOs or other missions a slower approach across the map, half movement and overwatch should mean more of your troops are available to take shots should a psionic unit be uncovered. Squad Sight on your snipers will help provide long range firepower, providing there is a straight line to the target. Battle scanners (sniper) allow you to detect a unit without alerting it which can be useful if you want to scout around a corner without moving there.

Finally you have potentially 2 turns to kill the psionic before it takes control - the turn you spot and alert it, and the next turn once it has successfully mind controlled your unit.