Hiya Opti,
I've had my DX200 for some time now and it's one of my favourites. So here are some answers:
I won't know what the actual output is until I get my LPM, but it appears to be very powerful. It easily lights sharpied matches and pops black balloons and the beam is the most visible one I have. How much of that is due to IR, I haven't tested.
You can usually find an IR filter in the lens assembly of older webcams and even use the webcam lens holder assembly to attach it to the front of the pointer. It'll be a small square of coated glass about 5mm square. I've seen a thread somewhere that showed how to mount this inside the DX aperture, but I thought that might overheat the innards too much so I mount mine externally.
I would not use Lithium photo batteries (AAAs, BTW) in this unit because the diode might already be being pushed to get the "200mw" and the extra juice might just fry it. (I'm sure I read a warning somewhere not to do this). It works fine on rechargeable NiMh Eneloops and I just pop in Duracells when I feel like burning something.
When I get my LPM I'll post the readings with and without the IR filter. Once you attach the IR filter, you can enjoy the brightness safely. You do not want to be using this laser in a white room without the IR filter. You can be hurting your vision without even knowing it. But enough with the warnings...
I think it's a fantastic laser for the price, but of course, depending on the unit you get, your mileage may vary. Some folks get dead units, some folks get ones that don't last long. Mine has been fantastic. Luck of the draw I guess. Good luck with yours if you go for it.
Cheers, CC