Actually, you usually get particles heavier than the original protons (the extra mass comes from the kinetic energy of the original particles). The only known particles lighter than the proton are:
Two of the three species of charged leptons (electron and muon) and their antiparticles
Three corresponding species of neutrinos, and (maybe) their antiparticles
A total of 16 of the mesons, counting particles and antiparticles (some of these are their own antiparticle)
Three of the six quarks, and their antiparticles, though these can’t be isolated
Three of the vector bosons (photon, gluon, graviton), all of which are massless and their own antiparticle (of these, only the photon has been directly detected)
For a total of 37 known particles lighter than the proton. Now, there’s also an unlimited number of particles heavier than the proton. Any object can, in principle, be considered as a “particle”, albeit a very complicated one, but things larger than atoms or so usually aren’t.
Most of these are unstable. The only things that are stable are the electron, the three neutrinos (a bit debateable), the photon, gluon, and graviton, the proton (maybe not, but it lasts next best thing to forever), and some atoms made up of protons, neutrons, and electrons (the neutrons themselves aren’t stable, but the atoms can be). They all decay into something, ultimately getting down to those handful of stable particles, but what the end results are, and what path it takes to get there, depend on the original particle.
Some decays are impossible, being forbidden by various conservation laws: For instance, if you start off with something charged, you have to end up with something charged, and if you start off with baryons (things like protons and neutrons), you have to end up with baryons. Some particles, on the other hand, can decay to nothing but light: The [symbol]p[/symbol][sup]0[/sup], for instance, typically decays to two photons.