If you've got a typical coin sized objective (either those sold by GW or an omnipresent poker chip style objective), there is a fairly effective way you can keep the other guy off your objective with a fairly easy maneuver: circle your wagons.
Why is this effective?
1. By keeping your unit within 2" of the objective, you are eliminating any space between your unit and the objective. If your opponent wants to jump in with jump packs or jet bikes or something that moves like a jump pack or jet bike, there is no space for him to land. As long as you are just inside 2" from the objective, your opponent can't land between you and the objective and not be within 1" of your unit. By rule, he cannot move within 1" of your unit during the movement phase. Thus, this ring means he won't get closer to the objective than you.
2. Because you are also just within 2", and he has to stay 1" away from you, then he can't get within 3" of the objective in the movement phase because your typical infantry base is approximately 1" wide. This means that the closest he is generally going to get is greater than 4".
3. The last minute grab is typically done by small under-powered units because it is a cheap and effective way to quickly grab any objective on the board at the same time and still keep some redundancy in case those small units don't make it to the last turn of the game. This means in order for enemy units to get within 3" of the objective, the other guy is going to have to (a) commit to charging into combat, and (b) win the combat in order to consolidate within 3" of the objective. As long as you still have units between him and the objective, it will be very tough for him to pile in closer than 3" -- even if the game goes another turn. He's going to have to wipe you out (or at least win the combat by a fair margin) in order to pull this off, which is really tough to do with the kinds of small units reserved for the last turn grab -- even when your defending unit has been whittled down over the course of the game.
4. If the other guy plans on using the transport to move you out of the way, you can prevent him from simply waltzing onto the objective with a Death or Glory attack. No, you may not be successful. But, if you've got a melta bomb, power fist, or some equivalent, you may have a decent shot. And once again, if you are successful, the vehicle will stop short and will be unable to get closer than 3" - just like the troops he dumped out before hand. Incidentally, the tank shock is most likely the only effective means the other guy is going to have in order to get you off the objective, but it isn't without serious risk to your opponent.
