@M64S2, welcome to BLF :laughing:
I recommend starting with protected cells and when you are used with the handling, been around for a while and know the pros and cons for yourself, you can always get something else.
Li-ion cells have risks because of the instable chemistry. The protection circuit gives an additional layer to protect from 3 dangerous incidents: overcharging, overdischarging and shortage - all of them can lead to venting and/or explosion.
Suggestion: Read the Li-ion safety 101. If most of what’s written there is new to you, start with protected cells. 
These still need to be handled carefully, but are inherently safer.
With your setup the protected NCR18650B is great, as it has a lot of capacity for the prize, and the cell fits into the S2+ and the Lii-202 regardless of the increased size. With a 6x7135 linear driver (~2100mA) the protection does not hurt output, so you don’t lose brightness.
Have fun