Droidekas or Destroyer Droids have Shield Generations to provide protection.
In Phantom Menace,they have shield generators
In Attack of the Clones, it appears that they don't have shield generators on this one.
In Revenge of the Sith,they have also shield generators like in Episode 1.
As you can see in the movies and the in the pictures, droidekas have shield generators in the majority of battles. But why don't they have shield generators in the battle of Geonosis?
The film's junior novelisation indicates that they did have shields. It's possible that they'd just lowered them momentarily during the battle, to aid with mobility or preserve their energy.
Gates opened all around the arena, and droidekas rolled out. They circled the reek and uncoiled, activating their shields and bringing their powerful blasters to bear. The reek snorted and shook its head, turning in circles to avoid the Security Droids, but the droidekas were everywhere. We’re dead. Why haven’t they started firing?
The Destroyer Droids shown in Attack of the Clones were part of the W-Series. These were capable of producing shields, but generally didn't in order to divert energy to their larger blaster arms. The Destroyer Droids seen in the other two films were part of the Q-Series, which had smaller blaster arms that left more power for shielding.
Here's a comparison of the two arms to demonstrate the difference between the models.
