I've looked into that as well. There are a bunch of lasers that are DIY-able, and AFAIK dye-based lasers are the only ones that really require "chemicals".

TEA lasers are basically just a few pieces of metal and high-voltage, seen them at high-school level quite a few times: http://www.sparkbangbuzz.com/tealaser/tealaser7.htm

CO2 lasers are relatively complex and are easiest if you buy some parts readymade, but can be completely homebuild as well: http://jarrodkinsey.org/co2laser/co2laser.html

There are tons of ressources online, a good overviw over different possibilities and basic information can be found here: http://www.repairfaq.org/sam/laserfaq.htm#faqtoc