Keep in mind that >2800 mAh batteries generally are rated in 'chinese mAh'.. Meaning, they just make numbers up.
It's hard to find reputable name brand (samsung, panasonic, etc) li-ion 18650 batteries higher than 2800mAh because that's pretty much the upper limit for capacity in that size cell. But other than that, 'capacity' won't hurt a laser. It just affects how long it will run on a charge.
Generally to use in flashlight hosts. You want them without tabs. Protected vs non-protected also just depends on your application as well. A lot of protection circuits in cheap cells are crappy and can cause more problems than they prevent. And some lights (like the sipiks I use as hosts) won't work with protected cells due to the added length. (generally 2-3mm longer than non-protected cells)
Personally I pretty much just use non-protected cells in pretty much everything. But that's mainly because I have a metric buttload of them that i've scavenged out of laptop battery packs.
Quality protected cells are 'safer' in that you don't have to worry about running them down too far, or drawing too much current from them. But they are longer than non-protected cells, and in cheap cells, the protection circuits have the chance of not working properly.
Quality non-protected cells are easier to find (laptop battery packs, etc) cheaper generally, and actually 65mm long so they'll work in pretty much anything that takes 18650's, but you have to make sure you don't run them down past 2.8V, and don't draw excessive current from them or there's the chance of them overheating and venting.
