Optotronics, Nova, and a few other companies sell goggles for around $50 that protect your eyes good enough.
You know how you say you hate changing batteries? Your X125 will eat through a set of Alkaline AAA's in only a few minutes of use. I suggest getting a good pair of rechargeable AAA batteries, like eneloops. Rechargeables will last a lot longer than alkalines in your X125, and it will put out the same amount of power as the alkalines.