Chad is absolutely right. Don't bother with the laser widow unit. You can make one yourself and have a lot more fun with it. (Plus you'll learn how they work!) You can use 2, 3, or even 4 motors with spinning mirrors attached to each one to create some very cool effects. You'll want to be able to vary the speed of each motor, and also be able to change the direction of rotation on each one. Build a simple speed control circuit (a decent size variable resistor in series with the motor will do; zero to 25 ohm, 3 watts should do the trick) and run some cheap hobby motors (Radio Shack) off a 3 volt power supply (or batteries) to see what you can do. When you get comfortable with it, you might decide to build a pulse-width modulation speed controller to get more accurate speed control (especially at slower speeds) and maybe mount everything inside a nice case...
To mount the mirrors, just drill a hole in a penny that is slightly smaller than the motor shaft, then press the penny on the shaft and secure it with a drop of super glue. Then you can either glue the mirror on, or use double-sided foam stickey tape to attach it. (The penny needs to be slightly angled. You don't want it perpendicular to the shaft, but you do want it to be close to perpendicular. A couple degrees off is plenty.) It's nearly impossible to get it perfectly perpendicular anyway, so you probably won't have any problems. But you don't want it to be 10 degrees away from perpendicular or anything. (Large angles mean you need larger mirrors, or else the beam pattern will overscan the last mirror and your pattern will be clipped.)
They should look like this: Another view:
On the other hand, the first unit you linked to is a basic stepper motor based lissajous generator. I've got one myself, and I have to admit, it's a lot of fun to play with. Stricktly analog lissajous patterns though - you'll never be able to do graphics with it.
If you are serious about holography, then you need to buy a laser that has a long coherence length. But if you are more interested in light show effects, then coherence length is irrelevent. You might want to decide now just how important holography really is, because it will limit your choices of lasers to some very expensive ones. (Well, that's only if you need lots of power. If you can get by with longer exposure times, you can use a decent Helium-Neon laser that makes 10-12 mw and do just fine.) But if you want to do holograms with a 200 or 300 mw laser, you're going to need to spend a lot more money.
My suggestion is to buy a smaller laser now - something in the 100-200 mw category - and explore the idea of laser shows using either spinning mirros or galvos. That way your primary expense will be the laser itself, and it won't be all that expensive.
If you get bitten by the laser show bug after a few months, then you'll want to step up to a set of closed loop galvos and a DAC so you can control them with a computer. But that is going to be expensive. (Figure a minimum of $800 for a complete setup, and more like $1400 for something really nice.) Still, if you start out with a 200 mw laser, you probably won't have to wait too long before you can get the rest of the hardware and have a fully functional projector. (Albeit monochrome green only)
On the other hand, if after a couple months you decide that holography might be fun, then you'll probably want to buy or build an optical table, buy some mounts, and maybe start out with a stabalized HeNe laser. (The economy brand DPSS green laser that you bought for the light show experiments would not work well for holography.) The holography gear will probably cost about the same as the DAC/Galvo combination above. Then, when you decide to get that high-power stabalized laser to take your holograms to the next level, you can always sell the cheaper DPSS unit. (Or keep it as a toy for the WOW factor...)
I must admit that I'm biased, because I think that Laser Shows are a lot more fun than holograms. I haven't tried making my own hologram yet, but I'm familiar with the process, and my basic feeling is that once you've seen a couple dozen, they're not that cool anymore. Laser shows, on the other hand, are constantly changing, ever improving, and always fun to watch. (Not to mention create!)
Adam