How do you protect yourself in sports?

My right wrist achs a little after last weekend's execise. I haven't played for a long time. So how do you protect yourself in sports? Is it useful to wear some kind of wristband?

I find the cotton one costs only $0.92 and looks very nice. Does it work?

http://www.opentip.com/index.php?cPath=1_4_110_387_2295_2296

Any friend who ever tried this, please give me advice. Hope you have better idea and choice, or perhaps I would take the above ones and use as sweatbands if they cannot protect my wrist very well or my wrist recovers very soon.