There are alot of different places online to get lasers, most are unreliable and from china. So shipping takes some time, but rayfoss o-like and ledshoppe are all decent companies to buy from. However, if you want a real nice laser, your going to have to spend ALOT more money.
You can try egay as well, all the <5mW violets sold on there are well known to be way overspec, some near 100mW.
EDIT: As for DIY, red and bluray are rather cheap to complete and you can get powers upto around 300mW for red around $70 or less depending on the parts and blu-ray around 100-150mW for around the same price, again depending on parts.
You can build your own, or buy ones built by other members here.