What protects starships from being damaged by debris floating in space, such as comets and asteroids? Especially during warp travel it seems likely the chances the ship would run into something are high.
I don't think they always raise shields before engaging the warp drives, shields seem to be used sparingly and if they were left on by default there wouldn't be all those instances where the Captain ordered them to be raised.
Answer
You seem to be confusing the Deflector Shields (which are powerful and energy-hungry) with the Navigational Deflectors (which are relatively weak and low-powered).
The Navigational Deflector is a series of nested shields that extend a huge distance from the ship and are used to divert small incoming particles from hitting the hull of the ship when the vessel enters warp.
This is opposed to the Ship's main Deflector Shield which is manually operated ("raise shields!") and is used to prevent larger items as well as energy beams and explosions from impacting the hull.
The (fully-canon) TNG Technical Manual offers a diagram of how the system operates:
And the (semi-canon) Voyager Technical Manual clarifies the key differences between the two systems:
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