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http://starcraft.wikia.com/wiki/Protoss
My vote is for the protoss

Reasoning that a war against the protoss is something the tau have little experience against; mass teleportation, mind reading, invisible troops are something the tau are going to have a lot of problems with - whereas the protoss have experience fighting tau-like opponents in the form of terrans. The ethereals and commanders would be assassinated in every encounter by teleporting, invisible, psychic warriors who are able to tear apart battle tanks. The tau would could be out maneuvered and out stealthed - they would not be able to protect their HQs which they require for morale support and as directors of coordinated military actions. Maybe in time anti-protoss tactics could be developed; but in an initial conflict, protoss all the way IMHO.

Don’t know how canon this is but way back in WD there was an eldar verse tau city fight campaign were a craftworld sailed into the tau space. The tau asked the eldar to join the Greater Good, the eldar declined and were invaded by the tau. There was only a paragraph or so explaining the fluff. IIRC there was also map showing tau expansion efforts around the time of the Eye of Terror campaign that showed the tau engaging exodite worlds - no information about what was going on just that they were fighting. Also in the the eye of terror campaign the tau responded to the depletion of imperial forces by seizing many of human worlds knowing the imperium was too busy to properly defend them.

The evidence isn’t really there one way or the other on how tau handle a rejection. They have alien buddies, but that really doesn’t say anything regarding their conduct when dealing when an isolated alien community ripe for conquest, rejects them. The Dark Eldar also have alien allies working along side them; hanging around an assortment of xenos doesn’t make you and an automatic good guy. I personally think they would handle it the same way the imperium handles a newly discovered human world that is not interested in serving the emperor. Given that the ethereals use chemical means to control the other tau caste (Xenology) I have a hard time believing the tau can pass as the good guys in any other environment save 40K. I really think games workshop just ripped off Brave New World when they created the Tau; ethereals equal Alphas, chemically controlled masses, and an eugenic caste system with people born into their jobs. I don’t really have any difficulty believing that if the tau empire found a protoss world that they would use any means necessary to attempt to claim their people and technology. The greater good requires that they access the protess tech to further their own goals - the end justifies the means and all that:

Water Caste: “Lord Aun these protoss have the means to transverse the galaxy in a manner that is vastly superior to our current method, as well as other forms of technology that would be a tremendous boon to our endeavors to save the galaxy from destruction”
Ethereal: “Invite them to join us in the greater good at once”
Water Caste: “They refused, stating their desire for neutrality and racial solitude”
Ethereal: ”The greater good requires we possess their technological abilities- their lives are a regrettable sacrifice”