I like all the idea's here, but the really effective defenses, the ones that aren't just veils (which is not to say that veils aren't effective defense, just that they're in another category), seem like they would be super costly in terms of power and control. Fire is probably the lest defensive of all the elements, it's a destructive force primarily, and a cleansing force secondarily. Harry himself, who seems to use fire as his primary element, uses spirit/force for defense. Unless you're really restricted to one element I would pick something else for defense.
Still I really like the idea of converting the kinetic energy of bullets and other projectiles into heat, though there are some issues with that. Assuming your still human, your in danger from the heat your shield generates. If you have to stop incoming fire from fully automatic weapons, or, say protect yourself from an explosion, you might find yourself without body hair and your clothes on fire. And what if you need to stop a fire attack? Sure you can stop whatever is on fire, petroleum jelly or whatever, but converting the kinetic energy to heat little more than a foot from you may make the attack MORE effective, not less.