42: I share your nervousness about unprotected li-ion cells, but, unfortunately, these days all CR2 li-ion cells are also unprotected. Of course, if you go the route of primaries, that wouldn't be an issue.
I answered AAA in the poll, but the actual answer is: "it depends." I use the iTP 3A, but with 10440s most of the time. For me, the CR123 format is too wide for pants pockets. However, the Quark MiNi123 is pretty darn small. I find the MiNiAA to be almost small enough for a pocket and might start experimenting with it as an EDC. It also takes a protected 14500 and emits almost as much light as the MiNi123 in that format. My Nitecore EZ CR2 is easily pocketable too and emits quite a bit of light on high. I'd love to try the Wee and Raw if Lummi would ever send them to me (8 1/2 mos since my order now). I would, of course, worry about the unprotected batteries, but they are soo small and powerful (so everyone and the specs say).
When using unprotected Li-ions, I recharge frequently and try not to use them for too long a time period.