Is it better to drain down a heating system or leave a boiler on frost protection in a empty house

Please say where the house is, when it will be empty and unheated, and how old it is.
Also what exactly your definition of frost protection is.

A great deal depends on location and length of time it will be shut down. I have a home in NW Il. That is vacant for 2-3 weeks each month. I set the stat at 45. If you shut of your boiler you must also blow out the lines for all radiators and also drain the plumbing. Toilets and water tanks must be drained or use antifreeze, all liquid foods and beverages may also freeze. All drain traps must get anti freeze too.

Frost and freeze are 2 different things. Are you addressing a freezing situation with temps constantly below 32*? Since you are referring to a boiler, I will assume you are in the Northeast or Midwest. I would personally set the boiler to the lowest possible setting and leave it there. Draining out is tedious and having the house get to 15* is not good for it.