One quick way, as bendingiscool suggested, is to use geometry with some custom shader on it.
Here's how you do it:
Create a cylinder by going to Create>Polygon Primitives>Cylinder.
I set the translate x,y,z to 0,0,0. Under the inputs, select "polyCylinder#", and change the height to around 10, then change the radius to around 0.2.
Press 5 on your keyboard to activate shaded mode.
Right click on your object, and go to Assign New Material>Lambert. The attribute editor will now pop up.
Click on the color swatch next to incandescence, and set it to a red color. Set the color to black.
Now, under Special Effects, raise the Glow Intensity to around 0.3.
Now take a render.
You will now see a glowing "laser".
If you'd like, you can bevel the edges of the clyinder by selecting it, and under the inputs, and click on "Round Cap". Set the Subdivisions Caps to 3.
You will now have a complete laser to experiment on!
Good luck!
Imagination is more important than knowledge.