You should use the search function. Anyways, i'm gona anser your question. Any other question apart from these 4 that is alredy ansered on the forums and I will lead you to the serach function as many others will do.
There are not blue lasers that you can afford that can be affordable for you. I think you meant blu-rays, wich are not blue, but violet. They are called blu-ray by the company who invented them but they are 405nm, wich is violet. Also, when they hit white surfaces they seem to be blue due to the fosforescence. It's the same phenomen taht makes your white shirt to look blueish under discos light (wich is UV, wich is so close to the 405nm a blu-ray use).
I asume you want to build the laser yourself because buying a built blu-ray isso damn expensive in any site, at leastif you don't wanna build anything buy a built unit from a member here.
Now, answering your questions in order:
1.- a)Yes, anything at the 100mW range is dangerous to simply look at. Anything over 5mW is dangerousif it gets into your eye. UV protected sunglasses might help you but are not a solution.
b) all lasers are cool

That depends on you. Look on this forums to decide wich are cooler for you.
2.-VIOLET lasers need at least 50mW to be visible. Anyway, your only options for a blu-ray laser are the PS3 diode (40mW~) or the PHR, used in XBOX 360 wich is 120mW~, both are about the same price so I would buy a phr.
3.-The sled (the part of the blu-ray burners/readers wich we buy for it's disasambly) wich contains the PHR is about 12$. Aixiz module with lens (where we put the diode) is 12-15$, and a host with heatsink is about 20-30$.
4.-You can buy built phr units from this forum starting at 75$. Buy everything from this forumb members, trust, me it's the best option. I live in Spain and eventaking the shipping extras its still cheapr than buying anywhere else.
Link for assambled units->
http://laserpointerforums.com/laser_pointer_forums_3/forum/showthread.php?t=40324
If you want to build it by yourself:
Link for the host with heatsink->
http://laserpointerforums.com/laser_pointer_forums_3/forum/showthread.php?t=40195
LInk for the diode alredy pulled in the module ->
http://laserpointerforums.com/laser_pointer_forums_3/forum/showthread.php?t=40313
(get the batteries on ebay)
Yours,
Albert