Alright guys, here's my solution to avoiding asteroids.
I know some people play with them disabled, but in my opinion the 'normal' setting for asteroids makes the game more challenging and fun. I took this concept from the Star Wars planet of Mustafar. Create these shapes using heavy armour which will save your station from thread of asteroids.
Place the verticales one brick from each other, when an asteroid hits them, it will either shatter the 'roid or bounce it (depending on the velocity and size of the asteroid)
If the bricks are placed together, the asteroid make break off the shield and send the heavy piece of space junk towards your station and will truely forget your stuff up.
I will provide an in game screenshot when I can be bothered, but for now here is some concept art of the object I am talking about.
I know the prime use of these in the film are nothing to do with asteroids, but they look bad ass and do a good job.
Another tip; you do not need to place these all around your station, asteroids usually only come from one direction (in this current version of Space Engineers.
