First, you need to decide what type of laser you wish to build. Second, how much money are you willing to spend, and of course, what do you plan to do with it?
A gas laser can be very ecconomical, but depending on the frequency of light you wish to have, the optics can be quite costly. They are good for both optical applications, laser light shows (HeNe) etc, as well as cutting, such is the case with a CO2 laser.
Do you wish constant output, or pulsed output?
You could go with a solid state laser, using glass type laser rods, which can be quite expensive depending on the material the rod is made of, its length, cross section etc.
If you are a wealthy man, and can afford a laser rod type, pumped with diodes, first, why aren't you a friend of mine, second, wow..they are expensive!
Information to build your own laser, is not hard to find. Choosing one to build, is primarily based on the money you have to spend, what you wish to do with it and your skill level in fabrication of precision optical devices.
If you are looking for simple, but effective lasers, you may wish to start looking into CO2 lasers. They are pretty much the easiest and most cost effective lasers to build and also have the highest output power respectively. If you wish to build a laser for optical effect, holography, laser light shows etc, then don't go with a CO2 laser, as the beam is invisible!
