My old P11 takes either 300 or 500 W l&s, but of course they are not the modern halogen type, as in the new 66 dual P. If I want to use the 500 W l& (with 250mm lens in large rooms for ex&le) I have to install an additional heat filter.
The P11 seems to tolerate my thin glassless Hama DSR+C 35 mm mounts okay (I think these are CS-magazine compatible), but I load them in standard 50 slide magazines. For 6x6 I use the Hama ProSlide AV which are pretty thick glassless mounts. The real projector killers are the old Kodak cardboard mounts.
All my slides are kept in Print File (20 and 12 image, respectively) hanging pages in standard file drawers. I used to keep my 35mm slides in magazines but they seem to take too much space.