first, regardless of chemistry, the protected ones are safer than the unprotected ones, Unless your lights have built in overdischarge protection. (this is uncommon, which is why it is prudent to use protected cells)
of the unprotected ones, IMR are safer than ICR, but until you learn about the risks of overdischarging, and develop fool proof strategies to prevent that from happening, you should imnsho only use protected cells in lights with no built in overdischarge protection.
Note that lights that indicate they use Low Voltage Protection, are not the same safety level as lights or batteries that have Overdischarge protection.
to learn more about LiIon safety start here
Lithium-ion battery safety 101
here is the CliffNotes version
IF your light gets left on by mistake and runs the battery down below 2.7 volts, there is a risk of Venting with Fire when recharging. So unless the light has built in overdischarge protection, or the battery has built in overdischarge protection, it is possible that a light can overdrain the battery. The danger occurs when you recharge an Overdischarged battery because it can overheat and start a fire. For this reason you should not charge LiIon batteries unattended, and it is poor safety practices to put a LiIon cell on a charger overnight. You might wake up to a fire.
Im sure many people here will find this post alarmist, and it IS supposed to be.
I suggest you start your foray into LiIon use with an Abundance of Caution.
And I think you have done so, by asking your question, and showing a desire to learn more about LiIon Safety. Well done!