Use only protected batteries or better yet, use safe chemistry batteries
In our market today, there are many kinds of batteries that can be used in a mechanical mod.
Two most popular battery types used in mods are ICR (LiCo02) and IMR(LiMn) / IMR hybrids. Both of these are lithium-ion (Li-ion) batteries.
In terms of use, technically, any of these can be used on any device that requires a 3.7volt power source, including your mechanical mods. But not all are suitable.
In terms of safety the difference between the two (ICR and IMR) is the chemical composition in these batteries. ICR can catch fire at a faster rate than IMRs because they are simply more combustible. ICR are also generally known to stress more easily than IMR.
There are two types of ICR batteries, protected and unprotected. Never use unprotected ICR in any mechanical mod as it does not have any safety mechanism in them.
Protected ICR batteries have a basic layer of protection that prevents your batteries from shorts and over discharge problems. Protected ICR with a C rating of 2 amps or more can be used in mechanical mods.
IMRs however, has a more stabler chemistry, and won't likely to catch fire or explode as easily as an ICR can. They do not require protection, and often sold without it. These are also suitable for mechanical mods.
You may ask, what is better an IMR battery or an protected ICR battery?
The general consensus in the vaping community is that when in doubt, IMR is better for mechanical mods. The reasoning is, although IMR has no protection circuit, by nature of their chemical composition, they are safer than ICR with a protection circuit. Protected ICR batteries have a history of their protection system failing, specially with the cheaper ones. In fact, we have read more incidents of cheaper protected ICR batteries venting flames than IMRs.
An analogy to this is that a protected ICR is like a gun with the safety switch turned on, and an IMR is a gun someone filled with rubber bullets. Both guns can hurt but one is more hazardous.