theres ways of making 'lazors' without using any lights.., such as very thin cylinders with visibility keyed on and off to give the illusion of a ray blast.., wiith the right shader and a bit of glow it works well. you could scale it to appear as if it is leaving the gun and hitting the object too.

google for advanced maya lighting tuts.., all the usual suspects have them.., i dont think theres an advanced lighting tut here as such but some of the tuts here have some good info at lighting the models made.., eg, the apache has some good info on render passes, shadows, specular and such and how to composite them in photoshop to get the best result with the control one gets from having so many renders to work from.., i suspect you probably know about this anyway..,