Please stick to proper brands: e.g. Samsung SDI is producing good affordable high drain cells. AW and Efest are also well known for good Chinese cells. Avoid Sony cells. Sony never sold to end customers. All so called Sony cells are either completely fake, or used cells e.g. from Makita screw drivers.
Next about protected vs unprotected. Thats a question of maximum drain vs maximum capacity. E.g. a good 18650 has a typical capacity around 2000mAh as a high drain unprotected IMR cell, or 3000mAh as a low drain protected ICR cell. IMR and ICR are different chemistries. And most important IMR only vents a bit, while ICR explodes. A rule of thump is therefore: Use a protected ICR in a lower power mechanical flashlight. The protection will kick in and save your battery and hands, in case of a short or voltage drops under 3V under drain. You can use unprotected IMR batteries in regulated devices because the regulation will protect your batteries. And you need to use unprotected IMR batteries for high power (>20 Watts) regulated devices, because protection kicks in to early thinks you have a short, and you need the high drain of IMR.