Lasers these days come in many different shapes and sizes. Building your own, you also have the option of making it almost any color laser you want. There are new laser diodes that output violet, green, two shades of blue, three shades of red, and even infrared (IR), but you cannot see near IR very well, so you probably would not want that. (It's good for some other things, though.) Unfortunately, there are no yellow and orange laser diodes as yet; but you can purchase a DPSS module that will output those if you want, though they are a little pricey.

Step 1: The Stuff

Parts

Laser host (the outside, body, casing)

This one is up to you. The cheapest, easiest way is to buy a 650nm or 660nm (red cat toy color we have all seen) Chinese pointer from eBay and just swap out with a better, more exotic color (wavelength) of your choice. You can get as creative as you want. Use PVC scrap, a pen, or even 3D print everything. Use your imagination!

Diode

This build uses the 685nm 35mW HLD685035K5J. If you want to use this one, just search for that part number on eBay. It is a beautiful deep red with an ever so slight purplish hue. If red isn't your thing, just search for 'laser diode'.

Module

5.6mm 12x30mm AixiZ style module

There are also 3.8mm and 9mm laser diodes, as well as some other packages you won't want to use if this is your first build.

Laser diode driver

Avoid LED drivers! They can send current spikes that kill laser diodes!

Buy one that has the right current range and input voltage for your diode, and input voltage to match your cell(s).

Switch (If the driver does not have one)
Lens (If not included w/module)
Lithium ion or LiMn cell or cells (Depending on the voltage you need)

I highly recommend buying from lrsales on eBay to get the best cells.

Battery spacer (If your host is longer than your cells)

Try searching for 'battery spacer' on eBay.

Silicone insulated wire
Heat shrink tubing (Used if there are any exposed wires or leads which may contact host or module)
Battery spring

This build used one from an old TV remote or something.

Tools

Safety Glasses
These aren't absolutely necessary If you are careful, unless you decide to go with a diode >35mW. Any more than this and you will need them. Don't buy eBay or Amazon glasses, as most of them do not work. Never ever intentionally look directly into any laser, even with safety glasses, even if it seems like it's not working correctly.
Sandpaper or file
Even 2mW directly into an eye is enough to cause damage if left there long enough. Please, Please be safe! You only get one set of eyes.
5 Minute epoxy
ESD strap (MUST be worn at all times when handling laser diodes and associated wiring)
Soldering iron
Solder
Soldering Flux
Diode press set
Vise or arbor press
Screwdrivers/allen keys/torx drivers (Some hosts may need these)
Needle nose pliers (Bending, forming leads)
Tweezers (For handling the diode without touching the window and lenses)
Hammer (For when things really go wrong)

Step 2: Surface Prep

Most laser diodes have what is called a case pin - a pin that is connected to the outer metal casing and everything in good electrical contact with it. Since the HLD685035K5J does not have a case pin, some method must be devised to attach a wire to the host body (positive in this case).

The type of module pictured is chrome plated. If you tried to solder to it as-is, you would discover just how well solder will stick to chrome, or rather how it does not. So 120 and 220 grit sandpaper is used to expose a little bare brass. It then gets washed thoroughly inside and out with soap and water and then rinsed with isopropanol to remove all traces of grit and oils residue.

Step 3: Soldering the Case Connection

Flux is then applied and the wire is soldered on. Be careful not to get any solder in the threads if you plan to thread the back on again. This takes a lot of patience and iron "seat time" to do it right.

Step 4: Soldering the Other Connections

Press the diode into the module with a genuine Flaminpyro diode press set and a vise or arbor press. Bend the leads in an attractive fashion and solder them to the driver board. Be sure to observe all polarities and always wear a grounded ESD wrist strap when handling laser diodes and associated wiring. Use a little flux on every joint and only enough heat to melt the solder and no more.

If your iron is not temperature controlled, regulate the temperature by unplugging it when the liquid solder begins to get so hot that it becomes dull from oxidation. Again, only use as much heat as is absolutely necessary. These are thermally sensitive components.

Step 5: Support Frame

When you press the button, there needs to be a firm support underneath it. Otherwise, the board will flex and eventually connections will become loose and break.

This wood bee the prefect place to use a 3D printer. The board slides in and locks in place with a small integrated plastic hook. If you are with me on this and do not have access 3D printing, a 1/2" wooden dowel rod makes an acceptable substitute. One must merely cut it in such a way as to provide support underneath the switch so that it doesn't move when it is pressed.

Seal the wood with polyurethane and epoxy the switch and support in place once it dries.

Step 6: Enjoy Your New Laser!

Congratulations. You've now accomplished something very few people in the world have done - built a working laser! My assistant here is very proud of you.

But it isn't over yet

There are so many thigs you can do with lasers! See lots of other great Instcrutables and you will begin to get an idea. There's a good chance you will find something yourself and write your own Instructable about it!