What colour laser are you wanting to know about?
Just quickly, here is a brief description on them
Red lasers:
Red lasers are very simple to make, they consist of basically a junction called a "Die", which when you pass power through, creates coherent light. It is a very simple and inexensive proccess , thats why you can get cheap 1mw reds for $1!
Green, Blue, some yellow's/reds:
These lasers use a much more complicated method. There is no single diode capable of producing these colours directly, so they have to be made using crystals with special coatings. It starts of with a high powered infrared diode ( Same kind of thing as the red diode, just emits IR light instead ). The IR diode shoots light into the fist crystal, for a green laser, this crystal converts the 808nm light into around 1064nm. The light is then passed through another crystal, which then converts the 1064nm light to around 532nm, which is green. THe process is similar for Blue lasers. THis is called a "DPSS" ( diode pumped solid state ) laser. Yellow can be made by combining red and green, and usually red is made from a diode directly, but yellow and red lasers can be made using the same kind of technique, though they usually cost alot more. There is a Blu-ray diode out there that is a diode, but the name is covering up the fact that the light is 405nm ( High UV ). Blu-ray sounds better than UV-ray right?
There are a heap of sites with all the info on lasers.