I'm a Laser enthusiast too! I would like to have my own copper bromide laser on a parking lot party, or make figures with motor-driven mirrors and a NdYAG
(No audience scanning!)
YouTube - Making a 3d homemade Laser projector
YouTube - BCM Planet Dance Laser Show
First, technical issues
I don't remember very well theo92, I've heard something about a "supra-radiant" property of some lasers; Along with atmospheric conditions (smoke, fog), it allows to see the beam crossing the air (or not).
(I know "supraradiant" is badly spelled, I hope somebody correct me)
I've never seen a red laser through the air, only reflected on a surface or drifracted through some materials... but seems to be easier with a powerful enough yellow or green one.
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Now, economical-moral issues
Unfortunetly, it's a prohibitive science for the DIY, if you don't have commercial objectives on the project
I don't wanna dissapoint you, I suggest you to try an atmospheric TEA laser, is pulsed and mostly UV (and a little blue). When you got it working, you can jump to pure nitrogen laser, much more powerful UV (and a more blue)
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Get them working is enough fun and complexity for the average joe.
Now, if you are trying to build a green or yellow one, you'll need to get the chemicals that act as dyes, and somehow make or import the lenses. You have to deal with very high voltages and currents, toxic substances, and last but most important, import eye protection. You must have enough budget to replace defective parts, and rebuild the thing over and over again until it works.
I'm not saying this cannot be accomplished, In my case, I could get some of these parts here in Bogotá, the others from the U.S. BUT! What about the time and money? A home-made parking lot party doesn't even pay the AC cord of the unit
I don't know in your case, but I hope you get my point. Importing the green laser keychain is better, maybe the price is too high, but summing the costs of DIY developing, the dangers, and possible psicological damages of watching the thing failing over and over... makes sense. You can still show your DIY skills with the TEA