Creeps with Armour resist Laser damage whilst Shielded Creeps reduce damage from Machine-Guns, Rockets and Infantry.
So make sure to use Lasers against Shielded Creeps to ensure they die quickly!
If you tap a Creep mid-game you’ll get a small information panel at the bottom of the screen. This will give you general information about the Creep, including what type of defense they have. If a Shield icon is present Lasers will do full damage whilst if a Body Armour icon is view-able they’ll resist Laser damage.
Additionally you can see this information in the Xenopedia found on the main map screen by pressing the settings buttons on the upper left hand corner and selecting the Alien Creep head button.
Also if you hit a Shielded Creep with anything but a Laser, they will show off their blue shields.