The main reason we went with this design is cost. The total laser system is very cost effective for the amount of power one gets with it. But, because it is a research laser, this is not a build for the average do-it-yourselfer. Mainly due to cost. While it is cost effective for a lab, it is not so for an individual. If you are an individual and you want a laser diode system, I'd suggest you looking at the many builds on this site for taking apart a CD/DVD burner.
As a research laser, you are at your own risk for building it. If something breaks because of negligence, consider it a learning experience. If you hurt yourself when you build it, then you shouldn't have started this build. You should also read all the manuals associated with all parts of this build. If you don't, then you may be in for a world of hurt. Now that you are warned properly, enjoy the build and your new research quality laser system!
Of course one of the advantages to using this system is that when a diode burns out, that's all you have to replace. As opposed to commercial laser diode systems which have to be completely overhauled if something goes wrong.
Step 1: Parts list
Laser diode & temperature controller
Temperature cooled mount for diode
Cheap 35 mW Diode
Asphere for collimation
Back plane connector
Header crimp connector
Right angle headers
Copper clad proto board
Heat shrink tubing