Henkei all the way dude!
The 3 pack version has absolutely G2-Horrid colours and would not work well with the Protector Upgrade Set, colour-wise IMO.
The Henkei version will no doubt be more expensive and possibly harder to track down, but I reckon the colours are far closer to what FP originally envisioned and would probably be the better quality option.
I hope that helps in some way Heroic.