To my knowledge, a proton decay has never been observed, and the two theories are either "They do not decay" or "They decay, but have a very long half-life".
One theory suggests that a proton, if it decays at all, decays into a positron and a neutral pion that itself then decays into 2 gamma ray photons. And apparently, other decay scenarios are possible. I read that in WiKi, but not sure how accurate I translated.