Well, it is perhaps inaccurate to envisage the Cohors Praetoria as a personal bodyguard of the Emperor whose job it was to secure his personal safety. Augustus expanded the Commander's Cohort (cohors praetoria) of personally commanded troops into nine cohorts of around 500-1000 men each, which were stationed not in the Emperor's private residence, but in and around the city environs in order to secure the Emperor's control of Rome itself. The traditional taboo regarding having armed troops regularly stationed in the City was still somewhat of a factor, so to avoid being obvious the Praetorians were usually dressed in civilian clothes and may have had their swords concealed - though this is unclear. Augustus also created three supplementary Cohors Urbanes, which were not as privileged as the Praetorians, but often considered as performing the same role.
The Praetorians as a whole were not Imperial bodyguards therefore but a military police force who kept order and control over a city of over a million people, as well as arresting and liquidating political opponents, assasinating rivals, and being sent out on punitive or policing missions into the countryside. The level of state control here is impressive. Augustus had instituted a regime that policed the city with a force of around 1 per 100 citizens. This is huge even when compared to modern police forces; in 1998 New York city had only 1 per 190 citizens. Only in the last decade has modern police forces reached this number again. The instability of the Imperial control can be seen by the gradual increase of these numbers to reach a ratio of one military policeman for every 42 civilians by the reign of Septimus Severus at the beginning of the third century (including vigiles and urbanes).
This was a powerful organ of state control but needed to be kept sweet. Tiberius ensured every ordinary soldier was given 300 sesterces on his ascension; but every Praetorian got a thousand. They were commanded by two Prefects from 2 BC who gradually gathered more and more power to themselves until by the end of the third century they had practically become assistant Emperors.
The defence of the Emperor's person was not therefore the direct or main responsibility of the Praetorian Guards, but of various other groups. One of which was the traditional Lictors, though considering they were armed only with bundles of twigs they usually quickly disappeared as soon as things got hairy. Personal protection could be an ad hoc affair as Augustus relied on a temporary group of ten friends to protect him during a particularly tense meeting of the senate where he had them standing nearby when each senator was searched for weapons. But Augustus more commonly protected himself in public with a special element of his military guard called the speculatores who had long lances which they protected him with, pushing the crowd out of the way.
But in addition to these functionaries, one of the most well known and effective groups in an emergency were the Germani corporis custodes, or German Bodyguards, recruited from un-romanized areas. These aren't as famous as the Praetorians, but were actually the guys who protected the Emperor when things got nasty, and groups were attached to both the Emperor himself, as well as members of his family. They were disbanded by Galba, and Suetonius criticised him for it, since “they had been extremely faithful to previous emperors amid many trying experiences.” Not only did they help protect the Emperor's person, according to Josephus they were the first to detect Caligula's murder and the most eager to avenge it.
After Galba's disbanding of the Germans, Emperors likely relied more on the speculatores for personal protection. Later Trajan, or one of the Flavians, created a special horse guard called the equites singulares Augusti, which were doubled to two thousand under Septimus Severus. These were apparently so similar to the earlier Germans that they shared the same nickname Batavi.
I'm sorry I haven't answered your question directly. I couldn't find any details in my source regarding specific assasination plots that were foiled by these bodyguards. But perhaps this information will help further research.
Source: Policing the Roman Empire, Christopher Fuhrmann, 2012, Oxford University Press
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Off the top of my head I know of the examples of Gaetulicus and [Lepidus](https://en.wikipedia.org/wiki/Marcus_Aemilius_Lepidus_(executed_39)) who were by all accounts probably executed by the Praetorian (or perhaps by the smaller Batavian guard), after being found complicit in some sort of plot against Caligula.
This is all according to Sam Wilkinson in his Caligula, and likewise Boris Rankov in his The Praetorian Guard, wherein both claim that either the Praetorians or the Batavi were very much so present and influential in thwarting the coup attempt. Though it should be noted that Dio claims that the 'coup' was in actuality a reaction to how "[Gaetulicus] was endeared to the soldiers" (hinting that the Emperor was overly paranoid), which admittedly makes the circumstances of Caligula's guard "saving" the emperor a little more unclear. Source
Suetonius' account of Caligula's own assassination and how his Batavian guard responded is also interesting:
At the beginning of the disturbance his bearers ran to his aid with their poles, and presently the Germans of his body-guard, and they slew several of his assassins, as well as some inoffensive senators. Source
So while clearly the Praetorians (or the Germanic guards to an obvious lesser extent) were more infamous for overthrowing the heads of state, we can see in these examples that they were actively involved in suppressing threats to the Emperor (be they exaggerated or invented), and they weren't always so quick to forget their loyalty to an assassinated Emperor.
I would go into more detail and provide more concrete examples, but I have to run to class now! I hope this all will suffice
Edit(s): formatting and stuff
Were there examples of them going to war and being effective as a fighting unit?