Can vary depending on what laser system. 

Here's an example of a photon laser system:

@99lives (View Post)
V= Void
C=Powered Clone
F=Filter
P=PSCN
N=NSCN
Usually you would use a VOID outline to stop the photons escaping like so:

VVVVVVV
VV
VVVVVVV

Then put a pixel of Powered Clone and use the ~ key to open the console and type: !set ctype PCLN PHOT

VVVVVVV
VVC
VVVVVVV

Now put Pscn and nscn on the outside of the Void near the Clone

P
VVVVVVV
VVC
VVVVVVV
N

Put a heating system (either a 3 pixel verticle line of gol or lightning) (C is just CLNE) (C has a ctype of Thunder)

V VV V
P V C V
VVVVVVVVV
VVC
VVVVVVVVV
N

OR

G
P G
VVVVVVVG
VVC
VVVVVVVG
N G
G

And your done, hope that helped *bites lip*

yes, that page is very useful
EDIT:
oh that's a shame, I used to have a save showing you how to make a laser step by step. But the wiki page is good enough.

Coal also absorbs photons, so use that instead of void.

*plus, if the lazer is going to be destroyed, there wont be anything to delete the wreckage.*