A turbine airfoil having an improved impact and erosion resistance. The airfoil comprises: (a) a base segment having an impact resistant leading edge section proximate to the leading edge comprising a material having having a yield strength of least about 250 ksi and an elongation percentage of about 12% or less; and (b) an erosion resistant coating overlaying the base segment at least in the leading and trailing edge portions of the pressure side, the erosion resistant coating comprising at least one ceramic layer having at least one of the following properties: (1) an erosion value of at least about 200 g. of erodent to cause a thickness loss of about 15-20 microns; (2) an erosion volume loss value (V) of about 1.9 or less as defined by the equation V=H−0.18×E0.75×F−1.65 where H is hardness, E is elastic modulus and F is fracture toughness; and (3) an F value of at least about 1.5 MPa*m1/2. The erosion resistant coating can comprise alternating ceramic and metallic layers and is typically formed by a method involving the step of forming on the pressure side of the base segment of the airfoil in alternating fashion at least one ceramic layer and at least one metallic layer.