There are some good links and threads about USA laser laws. From what I've seen, and please don't take this as gospel, is that you're in the clear as long as you aren't aiming it at people, vehicles, or aircraft, you aren't putting on any laser shows with unapproved lasers, and that you aren't in the vicinity of an airport. That's really the biggest one (beyond lasing people) because any beam sightings are likely to be reported, and the fines can be quite hefty if you get caught. Owning and using (responsibly) is not in itself a crime, although there are tight restrictions on the importing of complete lasers.
As for what to get next, thats up to you and what you want to do. A lot of folks like to build up a full spectrum, some are star gazing, others are pyros or have legitimate burning/etching needs. I would definitely stay away from eBay though unless other folks have vetted the seller - you usually just don't know what you're actually going to get.
And "cheap" is very relative - a 500mw blue is going to be much cheaper than a 500mw green. DIY is the cheapest way to go, but there are also a lot of almost finished kits that bring the price down. If you can solder, I recommend looking at guys like DTR and jayrob for kits, if not keep your eyes on the buy/sell lists for what fits your budget and your wants. Someone like Blord would probably be able to work with you to get something pseudo-custom for a reasonable price.
Good luck, have fun, and be safe!
