Yeah, mess around with DX lasers first. They are usually ok quality and are very cheap. (there are dodgy DX lasers however so ask first)
In general, stay away from Kaidomain lasers.
Definitely stay away from WarnLaser, Big Laser, ZoneStealth and Spymodex. WickedLasers is ok quality but grossly overpriced.
If you really get into it, you should buy an X-series laser from NovaLasers (they are excellent quality and will always be more powerful than listed, people have bought X75's that averaged 90mW and peaked at 100) and/or start making your own blu-rays and reds. If you're not into the DIY thing, lots of us sell our own quality DIYs on the Buy, Sell, Trade section for decent prices. eg. JayRob's open-can 300mW reds, Igor's 100mW+ blu-rays, both about $200...
Your 'staple' colours are
green,
red, and
blu-ray. You can move up to
blue,
yellow, or
infrared. (Blue and yellow are expensive, infrared is cheap, powerful but very dangerous)
Some of us have bought gas lasers such as HeNe's (helium-neon lasers, low-powered but come in different colours and have excellent beam specs) Argons (big units that can pump out blue, cyan and green) and CO2's (huge beasts pumping out multiple watts of burning infrared)
HeNe and
yellow HeNe
Argon and
King of Argons
CO2
Some of us have ventured into optics, spirographs and scanners. (andy_con, Kenom, rog8811)
Kenom's awesome blu-ray spirograph
Zom-B making yellow from green and red
Niko's KISS principle spirograph
Andy_con's 1000mW RGB scanner to music
Some sort of witchcraft enabling roggy to make a yellow pointer (my money's on he sold his soul)
Smidsy's invincible laser, lol
So yeah, there's a basic idea of where you can go with this hobby, lol.
Don't spend a lot of money until you decide you're really into it.