There's a lot of do it yourself “DIY” stuff around the web and making them is so easy and practical especially if you keep things that can be recycled. The components are easy to assemble in a small PCB and results is instant. As usual the LM317 has many uses of those is as constant current regulator, means it does not only regulates voltage but it may also regulates current that can be controlled using a resistor to it's output pin.

 

These are the components that can be used:

1x LM317

2x 10 ohms resistors

1x 1N4001 diode

1x 10uF capacitor

1x button switch (optional)

When I tried mine the current flowing is 240 milliamps, and it gets hot so I put a temporary heatsink because I really want to make it burn things but I have not yet get the right lens that needed to focus so it could burn something. My laser came from a cheap DVD burner that I had to bought because I only have CDRW and DVD reader. But I am pretty sure it could burn something like in a McGyver episodes. Save your broken electronics and it can be reuse to something that makes you McGyver that tinkers anything in his surroundings.