I built a laser pointer about half a year ago. It's not as compact as ones you could buy pre-made, but it was a fun and easy project. The three pictures below show the front and back of the finished piece as well as a comparison of the laser at high and low output intensities. A bill of materials is included after the pictures
BOM
Quarton VLM-650-03-LPA Laser --- $9.35
Breadboard --------------------- $4.99
Switch ------------------------- $1.32
9V Mount ----------------------- $1.38
1K Pot ------------------------- $1.55
200 Ohm Res. ------------------- N/A
10uF Electrolytic Cap. --------- N/A
9V Battery --------------------- N/A
The N/A prices are for things I found lying around. Everything was connected in series, except for the cap which was in parallel with the laser connecting to ground.