While I tend to quick cast Teleport Trap in my zone on turn two to give myself some extra time, I also sometimes cast a reasonable "defensive" creature on the first turn where I think that my opponent or his likely turn one creature might try to get to my Mage early. The creatures that I usually choose are: Devouring Jelly with Wizard (hard to kill and hard to ignore), Bobcat pet with Beastmaster (defense plus the extra hit points both help), and Skeletal Knight Eternal Servant with Necromancer.
This isn't the way I typically like to start a game with these Mages, but you need to have more than one opening plan, since you have to be able to handle all kinds of openings from your opponents... aggressive or otherwise.
The Mages that I see as potentially aggressive include: Forcemaster, Warlock, and Holy mages in general (due to Divine Intervention).
Also... if you don't have a Teleport Trap, quick casting a Decoy in your zone can have the effect of warding off the use of Divine Intervention in particular. The theory is that your opponent will presume that you have a Teleport Trap in the zone, and not want to "waste" the 10 mana to reveal the spell on his Necro Vampiress (or whatever).