It all depends on your players. There are 2 main ways of defending - Press and hassle the opposition and win the ball as high up the field as possible. Or stand off them, let them keep the ball in areas that aren't dangerous but don't let them have space near your box. Both can work, but they both need different kinds of players, and suit different attacking styles.
My best defensive record in a season so far in FM14 is my latest one with Arsenal (2016-17). In the league I kept 24 clean sheets and only conceded 17. I was also unbeaten. I used different tactics depending the players available and the opposition, but I mainly used a high pressing game, and the offside trap.