RT. Be careful though - since it's the sprint button you need to make sure you're not moving when you hold it down!
If you're dribbling at normal speed, RT is also quick stop, so the best way to use it, unless you're already standing still, is tap RT to come to quick stop, then hold it down to shield. If you're sprinting, you need to let go of the trigger, tap it to come to quick stop, then hold trigger to shield. I really don't recommend sprinting except when you have loads of space in front of you, and you better have decent separation already because defenders are really good at catching up and tackling from behind (*cough* cheaters *cough*).
Because of how physical FIFA has become I'm finding it's absolutely critical to master shielding. Good luck!