1. Use some sort of fog or smoke. But only a little. If it looks like a rain cloud squeezed into your house or you set the couch on fire, that's too much.
Just enough to bring out that beam.
2. Then, try shooting in
low light.
Not complete darkness. This gives your camera enough light to auto-focus correctly and reduces the necessity for super long exposures. The lighting should be low enough that the beam is visible, of course. And obviously the smoke will help your efforts. I find that dusk/ dawn is best for outdoor beam shots (besides the fact that it just looks so pretty, the lighting is perfect).
3. A good camera helps. I use a sony cybershot 8mp. It's no SLR but it does the job, and well enough to satisfy me... until I can afford a better camera.
4. Keep the laser
and camera steady... Mounted if possible.
5. If your camera has a macro setting (the button with the little flower) use that for close up photos.
Most of my shots that I take are taken without fog/smoke. But, my laser is bright enough that I don't really need to use fog.
Here's a few I took recently, just for fun
Hope this helps!