What's up with the  price for surefire conversion heads  200/500 lumen ?
wanting over 250.00 bucks

Malkoff VME head and M61 can be found for under 100 bucks total.  Flood version is available as well.  
Malkoff also has another version head and dropin sold together but I'd stay away from the multiple output version and make sure it has a spring between it and contact with the cell.

Ive got my eye on the 300lumen head for my E1
But it doesn't have protection.

What doesn't have protection, and what do you mean?

Posted Via AR15.Com Mobile

M60 and M61 both have springs in the center.  You don't need an outer spring since the fit in VME is perfect fit.
The M31 is only good up to 3v but using an E1 you wouldn't want to go with 16340 Liion anyway.
Stick with 3v primary CR123 for weapon use because you shouldn't be using it that much anyway.
I'd buy a Solarforce L2m with forward clickie and Liion cell from Lighthound and PLS-1 mount from Fleet Farm and get a M61L and VME for the E1 to use Liion and keep it in my pocket if it was me.