^Yeah, what he said. If you just want any old diode, you can pick up a 1N4001 form Radio Shack or lots of other places for a few cents.
If you want a laser diode, and any diode will do, then anybody call sell you a 5mW or so red for a buck or two, I'm sure there are several here who will give you all you want of those for just the price of shipping.
So I assume you want a high powered laser diode, then what color? What power do you want? What do you want to do with it?
I recommend a lot of reading to help you decide.