One par of difference is quality, other part is the brand.
If you are looking for first laser, Rayfoss and O-like are the best, alongside Optotronics which is even better but a bit more pricey.
Usually, you can find a 200mW green laser on DX for $50, but that will be like, 100mW at best.
Not every laser is as advertised!
You need to familiarise yourself with the list of respectible companies to buy from here.
High end, top notch:
LaserGlow
DragonLasers
Optotronics
Novalasers
And recend addition: Wickedlasers
Affordable-and-good range:
O-like
Rayfoss
stay-away range:
Dealextreme
Focalprice
similar mass sale sites
Those last ones are very good for finding flashlights, other electronics, tools like solder and stuff, many many goodies, just stay away from lasers.
Browse DX for some good flashlight hosts, and some li-ion batteries and chargers,
You will need them soon enough.