There nothing I enjoy more than trying to comprehend the theoretical principles behind the crazy shit experimentalists build. The Pyro Board is pretty simple, but I'm still trying to fully crack the Lumia laser. What have you learned about these instruments so far?
The pyro board is very simple and partly why I want to build a couple so if I have some outdoor parties I can have a laser light show and flames going all over the place after the stuff is tested so I can feel safe I won't blow anyone up. I want to be that house where when someone comes over they go home and call up their family and friends and go, "You would not believe the crazy shit this girl has at her house...!".
A basic lumia wheel isn't too hard. You just get some basic laser from the store and get some sort of glass disc with bubbles and distortion. If you are on the cheap just heat up one of the plastic covers from a cd case then rig it to a motor (slower the better) then put on some music and enjoy. You can rig up a couple different ones to have different light patterns just be sure not to blind yourself, lol. There are some good plans around if you search.
http://www.instructables.com/id/Cool-laser-tricks/step8/Lumia-wheel/
I have a little collection of lasers that are more my friend's because he is the awesome laser nerd, lol. We have the basic red cat toy kind, purple one, a green one that you need some glasses to fiddle with. Then we have one thats not a toy but more of a blue death beam. Its the one that sets shit on fire about instantly (when focused properly) and I can't really go into too much depth about it because it will raise eyebrows. Definitely not a toy. I was actually interested in it because there were experiments with trying to use lasers to create rain because of the way the particles react and clouds form. I lost interest when legal complexities came up.