Most employer plans are safe from creditors, thanks to the Employee Retirement Income Security Act of 1974, commonly known as ERISA. ERISA requires all plans under its purview (generally, qualified plans) to include provisions that prohibit the assignment of plan assets to a creditor. The U.S. Supreme Court has also ruled that ERISA plans are even protected from creditors when you are in bankruptcy.
Unfortunately, Keogh plans that cover only you -- or you and your partners, but not employees -- are not governed or protected by ERISA. Neither are IRAs, whether traditional, Roth, SEP, or SIMPLE.
But even though IRAs are not automatically protected from creditors under federal law, many states have put safeguards in place that specifically protect IRA assets from creditors' claims, whether or not you are in bankruptcy. Also, some state laws contain protective language that is broad enough to protect single-participant Keoghs, as well.
For a complete guide to all common types of retirement plans, and to help you make sense of the rules that govern distributions from retirement plans, read IRAs, 401(k)s & Other Retirement Plans, by John Suttle and Twila Slesnick (Nolo).