It’s vitally important the batteries you’re using in your e-cig mod are capable of doing the job you’re asking them to do. You need to ensure your kit isn't demanding too much from them.
When using a standard tank, the reasonably high atomizer/coil resistances means that the limitations of your battery are of less concern, but for those building their own coils, especially sub-Ohm coil resistances, the continuous discharge rate of the high drain / high amp battery being used becomes extremely important.
The majority of devices use an 18650 size battery, (others most commonly being 18350, 18490, 26650).
Using Ohm's Law, you will see that even for sub-Ohm coil builds of 0.7Ω, 4.2V would lead to 6 amps of current (I = V/R, or amps = voltage/ohms), which is within the capabilities of many large batteries.
However, where lower resistances are concerned, the battery’s limits become an issue. Demanding too much from your batteries isn’t a good idea (especially as the maximum continuous discharge ratings are just that and can be exaggerated). It is far safer to use a battery that is totally capable of doing the job you’re asking it to do, especially if you’re going into very low resistances.
Where recommended by the manufacturer, and this is increasingly likely to be the case, the battery to use in your e-cig mod for best performance and safe operation is an unprotected IMR battery. By e-cig mod we mean such devices as regulated mods (devices with circuitry), mechanical mods (basic battery housing with no circuitry) and RBAs (rebuildable atomizers).
You can in some instances use protected NCR/INR batteries in regulated mods (as long as the device isn’t issuing error codes for example) BUT unless you absolutely 100% know what you’re doing, only use the recommended unprotected batteries with the correct chemistry. Do not ignore manufacturer advice and if in doubt, do not use.
You shouldn’t come across these in an e-cig store, but do not use unprotected NCR/ICR li-ion batteries (these should never be used in a mod as they use a different chemistry).
Using the wrong batteries, mixing and matching batteries (including those of a different age) or asking too much of the batteries you’re using can result in explosion and fire, and don’t forget this could happen in your face!
Furthermore, a protected battery isn’t the ideal battery for a mod's optimal performance. When used with low resistance atomizers or higher voltages, more amps (more current) will be drawn from your battery, and therefore performance can be reduced but more importantly the battery or batteries can overheat.