Seems nobody really went in-depth.
*ahem*
There are many kinds of lasers, the ones you may know are the red lasers found in pet toys and ones at staples and etc. These are diode lasers. They operate anywhere between 630 and 670nm (Different diodes, temp, battery life, and individual manufacture errors change the wavelength). These are mass produced beyond what you may imagine, and being there is a high supply, the price stays low. Same can be said for 405nm (purple) lasers. They're in many blu-ray players and are also mass produced. 445nm (indigo-royal blue) lasers are mass produced and their prices are slowly declining.
Green lasers are a different story - common 532nm green lasers are called DPSS lasers, in short it's a powerful infrared diode sending light into a crystal set that changes the wavelength to green (if you would like more details just ask). These lasers are only used for pointing and a few outside applications such as alignment or for dye lasers. These are relatively easy to produce, for the fact that the crystal set "likes" to make 532nm light.
Soon, there will be green diodes available cheaply, at a slightly lower wavelength, however still green.
Light blue [DPSS] 473nm lasers work much like green DPSS lasers, however it requires different coatings and more precise alignment and active cooling to keep it working correctly. This drives the power down lower because it's not so efficient, and it drives the cost up due to the difficulty of how it all works.
589nm and 593.5nm (yellow) lasers are also considered DPSS, but they're also something else called "SFG". (once again, ask if you want more info). Basically they're coated specially for the lasers and require even more precision than 473nm does. More precision = more $$, more inefficient = less power.
Now, new to the market, are two other kinds. One is called "OPSL", which I unfortunately have little knowledge of myself, you probably won't see these hitting the markets anytime soon. Same with the other kind, it's similar to DPSS, however it does not use an infrared laser to start, instead it uses a relatively new crystal that changes 445nm into exotic colors, one being 607nm (orange). These cost around $2000 new, there aren't any used out there for grabs.
A kind I didn't mention are gas lasers, these are all over the board, and typically it's a hit or miss buying these. Either it's a cheap gem, a cheap piece of junk, an expensive gem, or an expensive piece of junk.