Choose a laser array system. Most small systems run anywhere from $300-$1000 depending on all of the features that you would like. The most popular feature on these systems is the ability to have the laser react to audio cues. A small microphone built into the laser array will pick up the sound in the room and react accordingly.
Mount the array above the stage or at the back of the venue/nightclub. Most small arrays come with an adjustable handle that has a a C-mount attached to it. The C-mount can hook on to anything that you can fit around. Once you have chosen a location, turn the locking screw on top of the mount to tighten it down to whatever object you have chosen. Luckily, these arrays are very lightweight so finding a sturdy object to mount them to is fairly simple. A speaker stand or tall microphone stand will work as well.
Consult the manufactures instruction manual to determine the dip-switch settings for automatic "audio mode". A series of dip-switches on the rear of these units allows you to assign them to a certain channel by changing the order of the switches when using them in conjunction with a larger DMX system. Setting these dip-switches a certain way will tell the unit that it is being used automatically.
Turn on the laser array.
Play music in the room with the laser array and enjoy the show.