if you are a beginer li-ion user. go with protected cells everytime. besides pila, you have other protected choices at great prices.
U2 is one of few lights out there that supports both protected and bare.
consider dead short dangers (20+ amps for 18650) when handling cells. most importantly over-charge dangers.
don't ever charge your li-ion cell over 4.2V.
li-ion cells have no peak and will keep acepting a charge until thermal overload occurs. that will occur somewhere over 4.3V. then really bad things can occur.
needless to say, one should read up on li-ion use.
again, go with protected if you are new to li-ion.