The battery part is extremely bad/dangerous, when it comes to rechargeable Lithium batteries. First it shows an UltraFire. Please avoid UltraFire and TrustFire cells. Those are refurbished used cells with a new shrink wrap and an protection that likely does not work.
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.
One of my life's guiding principles, applied equally in both professional and personal endeavors, has always been this: Don't buy lithium batteries whose brand names contain the word "Fire."
UltraFire is definitely a crappy choice - the capacities are often highly overrated. There's also one or two instances you can find on the Internet where they've exploded, and amusingly enough even "fake" ones with slightly altered wording exist, like "UitraFlrc".
TrustFire is not so bad for a value brand, the only explosion report I can find comes from someone who massively overcharged one and the capacities are not quite as inflated.
Avoid Sony cells. Sony never sold to end customers.
That's the official story for all the major manufacturers if you ask them, but they do get out there; I find it very hard to believe that these are fake or used:
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.