As dnar said, DPSS lasers are very temperature sensitive.
At the higher powers, the doubling crystals (KTP or LBO) need to be stabilised within 0.1C of their operating temperatures. It's certainly not easy, and combined with the effects of modulation, it can be very difficult.
The gain media also require cooling. Although not as temperature-dependent as the nonlinear-optic crystal, it still requires to be held in a specific temperature range for maximum performance.
Some gain media (such as Nd:YLF) suffer from thermal expansion, and require strict cooling in order to prevent thermal stress and eventual cracking.
The pump diode also needs to be held at a consistent temperature in order to hold the wavelength steady. Although not as important for a (relatively) broadband absorber such as Nd:YVO4, other gain media such as Nd:YAG (used in 473nm and higher-end 532nm lasers) have absorption lines centered on a specific wavelength, with changes of 1nm having a major effect on efficiency, leading to a 20% or more performance drop for every nm shifted.
Efficiency in DPSS lasers also leaves much to be desired- 25% efficiency for 532nm is considered good. It requires a 2.5W pump diode to achieve 500mW of output, while the rest is simply dissipated as heat/electrical losses.
473nm is even less efficient, with 10% considered average. Not only is Nd:YAG very wavelength-selective, in order to create 473nm, the weak 946nm line of the YAG is used. You're competing with several other lasing lines, and only a tiny amount of pump energy turning into 473nm photons.
Diode lasers aren't without their problems either.
Although weaker diode lasers may seem to have good beam specs, once you start getting higher powers, beam specs go downhill.
These diodes often use multiple emitters, and the output is horribly hard to collimate, often requiring all sorts of correctional optics. The Casio 445nm diode is one of the better-looking multimode diodes.
Not only that, they also have terrible divergence. On higher-power multi-emitter reds, 4 to 5mRad is considered average. You get to a point where even after correctional optics, you just can't collimate the beam any further.