As for letting Asteroids through for resources, this is indeed something that is sometimes favorable. As long as your colony is large enough, a few asteroid strikes won't wipe it out, and it can usually fix the climate hazard/infrastructure in a turn or two. Note that in doing this you're trading away some biosphere, so you may not want this if you're using psionic stuff, though once your each 0 biosphere there's no penalty.
On a side note, I think Von Neumann may be under the category of "grand menace" rather than random event, as they do have a homeworld and it isn't "random" per say. It starts with probe, if destroyed larger sent, if destroyed again berserker sent to wipe out population (Rather than steal resources).
On the thread focus, I think that the missle platform is probably the best vs asteroids since it's got a huge range, thus you can should be able to easily get the default limit of 3 platforms all within range of the combat. This may not be the best defence against other things such as ghost ship or von nueman however