Many years ago I built up a laser "pointer" with a 5mw hene inside. It sat somewhere inbetween dave's 1mw 8aa battery unit, and the mains unit. This unit I made myself, had a PVC pipe with a press button, and had a 12v alarm battery for the power supply that you hung over your shoulder.
The tube was a Siemens tube in a metal bracket that was just the right size to slide into the tube, while keeping the laser beam centered. The power supply came from Oatleys electronics, and had a custom made transformer, and a cockroft walton multiplier made up of heaps of hv diodes and a pile of blue HV disc capacitors. Those caps would stay charged for a while and give you quite a zing if you werent careful. You of course were the labour, and had to put it together. The pcb was a nice slide fit into the tube as well. Foam rubber and double sided tape kept it in position but made for easy maintenance. The connection to the hene tube ends was facilitated by using PCB mount fuse clips with the solder tabs snipped off.
It was the coolest toy for a while until those nice red pointers came out that could hang off your keychain, pumped out 5mw, and ran on a few watch batteries.
Mind you my hene would outlast all of them, the little keychains would run for what 30 minutes? my hene's battery protector would shut off the laser at around 5 hours from full charge. (SLA batteries dont like being deep discharged, and the protector would turn off the load at 11v.)
Did I mention I built this thing at age 12? Showed my folks I was sensible around lasers, as saftey glasses werent easily come by. So at around 15 years of age, mum let me borrow the credit card (which I paid off over time) to buy the Oatley electronics NEC GLG3030 argon.