The August Celestials are comparable to the Ancients of Kalimdor and Northrend. (Whether or not the Ancients reach into the Eastern Kingdoms is debatable - I haven't seen any there, but that doesn't mean they can't get there.) They serve as the four pillars of Pandaria, sustaining the lands under their protection from the four temples that bear their names. Xuen the White Tiger to the north in Kun-Lai Summit, the powerful Niuzao the Black Ox to the west in the Townlong Steppes, Chi-Ji the Red Crane from the Krasarang Wilds to the south, and Yu'lon the Jade Serpent from her temple in the Jade Forest. Since before the time of Shaohao the last Pandaren Emperor, these four have advised and aided the peoples of Pandaria, protecting the land from the malign influences of the Sha, the rapacious expansion of the mantid, and the cruel oppression of the mogu. It's fair to speculate on whether or not the pandaren, jinyu and hozen could have hoped to have freed themselves without the August Celestials.
Yet these four spirits and their temples, while powerful influences on the culture and life of the lands of Pandaria, are not omnipresent parental figures. They do not shepherd their followers, but encourage them. They won't stand idly by and allow them to be destroyed, but neither will they control their lives.
This potential connection between the mogu and the August Celestials is only made more baffling by the appearance of the Celestials during the mogu invasion of the Vale of Eternal Blossoms. As the mogu make their final assault on the Order of the Golden Lotus, a single champion finds the four Celestials infusing attacks and defenses to oppose the mogu. Later, while aiding the Shado Pan, you can experience an even more direct assault of the mogu upon a Celestial. In the quest Surprise Attack, you can see the mogu assault the Niuzao Temple... and Niuzao himself.
Similarly, the Sha besiege the Temple of the Red Crane and the Temple of the Jade Serpent, and its worth noting that the Sha of Doubt was imprisoned beneath the very pillar that Yu'lon intended to regenerate from, the Sha of Despair infested the Red Crane and the Sha of Fear was held beneath Niuzao Temple. The Temple of the White Tiger alone seems free of Sha incursions, which seems in part to be due to their going after the Shado Pan instead, but there are at least three Sha in the Kun-Lai region, two in the Shado Pan Monastery (the Sha of Violence and Sha of Hatred, who escapes to Townlong) and the Sha of Anger wandering Kun-Lai itself. It's also interesting to note that the Sha of Despair erupts from the basement of the Red Crane's temple, implying that each of the four temples was in some way intended to help keep the Sha in check.
This isn't entirely surprising, since even in the story of how Shaohao discovered the looming disaster of the Sundering and overcame his own personal demons (thus defeating the Sha that embody those negative emotions) the August Celestials loom large. It was the Jade Serpent that counseled Shaohao that to save Pandaria, he must purge himself of all doubt, and it was Yu'lon again who reminded Shaohao that Pandaria is larger than the empire, that even those regions like Townlong and the Dread Wastes that imperil the state are part of the land, fragments of a greater whole that too needed to be preserved.
The August Celestials serve to defend as much by inspiration and education as by directly using their power. While the mogu claim that Niuzao has the powers of a god, in each case it's less about what the Celestials can do than it is about the example they set, the approach to life they offer. Xuen's weighting of mortals from beyond the mists before convincing his fellow Celestials to open up the Vale of Eternal Blossoms shows this most clearly. The Celestials are not afraid to lend their force to the defense of Pandaria - we see Niuzao clearing mantid off of his temple and trampling them beneath his mighty hooves, witness Yu'lon and Xuen's raw power in the defense of the Vale (and Yu'lon even makes an appearance of sorts in the cleansing of her Sha-corrupted Temple) and see Chi-Ji in action at the final confrontation with the mogu outside Mogu'shan Palace.
Next week we'll be speculating on where, exactly, the August Celestials actually come from.
While you don't need to have played the previous Warcraft games to enjoy World of Warcraft, a little history goes a long way toward making the game a lot more fun. Dig into even more of the lore and history behind the World of Warcraft in WoW Insider's Guide to Warcraft Lore.