This and Mutas are currently the biggest problems in TvZ when you open Hellion Banshee.
You can't not take damage. It's all about just minimizing the amount of damage that you take, and trying to balance your economic losses with that of your opponent (the cost of performing the all in).
I generally find that a bunker and a decent wall/sim city in my natural helps a lot, simply because it can delay the push until you have a banshee out. Once the banshee is out, it's just a matter of running SCVs around, hellion micro, and repairing. Unfortunately, you will probably lose a lot of mining time, but that's kind of a trade off with the drones your opponent loses because of the amount of units that they made.
If I scout an all in which is roach heavy, I will usually cancel the hellions building in my factory, lift it off and tech lab it, and try to rush a tank out. Usually it doesn't arrive before the rush, but when it comes out, it can minimize the damage well if you keep it on the high ground.
Also in response to this problem, I started dropping my second depot and my first gas before my expansion, just to force a few more units out faster. It may hurt your economy a touch, but I generally have a few more marines, a couple more hellions and a faster banshee by doing this, and it helps me hold a lot of all ins a lot easier.
I'm expecting some shift in the meta for TvZ sooner rather than later. Hellion Banshee came about in the era of 3 hatch and 6 queens before gas. It worked so well because Zergs were never aggressive. It's starting to be worked out though, and I think that the holes in it are too big for it to remain the staple for more than a few months.
I'm just waiting for MVP to revolutionize the matchup again.
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