I suggest you take the time to learn more about mechanical mods before you start using one. Some resources to start you off:
Baditude's blogs on batteries. Also one on your first RBA if that's the direction you're headed.
Sub-Ohm Vaping Discussion, Safety, Battery Info, & Warnings. There is a lot of good information in that thread that is very useful for higher ohm vaping also.
The thing with mechanical mods is that there are no built in safety features. It's all up to you to handle for yourself. You have to know what type of battery to use. Know how many amps your coil will draw (ohms law) and make sure your battery can safely supply that. If there is a short the resistance will go down. If you use stainless steel mesh wicks you will have shorts. If you draw too much current from the battery it will start to heat up. Get it hot enough and it will vent and that gets nasty and dangerous. You need to stop using the battery before you over-discharge it or you will damage or destroy it. A good charger is important. Getting a digital multi meter and learning how to use it is a very good investment and they don't have to be expensive. I paid about $15 for mine and it does the job for me.
You didn't mention what resistances you would be using or what toppers (clearo's, cartos, RBA's/RDA's). Without knowing the resistance range you're going to run it's impossible to advise you on a good battery choice. The lower you go in coil resistance the more current you will draw which requires more amp capability from the battery. The high amp batteries don't generally have high mAh numbers so they don't last long between charges. The opposite is using higher resistance coils which require lower amperage which will allow you to chose batteries with more mAh for longer life between charges. You always need to chose batteries that do not vent with flame when they are hard shorted. The IMR li-ion batteries like the Sony you mentioned are very good for high amp applications. Hybrid li-ion batteries like the Panasinic NCR18650PF 2900mAh 10A are safe also and as you can see have more mAh capacity. What you do not want are ICR li-ion batteries which usually come protected.
If you stay above 0.9 or 1.0 ohm, you can use a fuse like
the VapeSafe2. Lots of suppliers carry them. This will trip before your battery sees enough current draw to get hot, even if you have a hard short. It's a very good way to run a mechanical mod.
Hope this helps a bit. Vape safe