The voltage is said to be 3v, I have a 3.3v regulator. Is the extra .3v gonna fry this thing? I only want to know without trying because it's £15, which is a bit high for the suck it and see approach.
Third, do I need a current limiting resistor or similar?
I was reading through this: Sam's Laser FAQ - Diode Laser Power Supplies but it doesn't seem to answer my queries (feel free to point out otherwise). In fact it only augmented my fears with talk of a slight ripple or change in the supply causing irreversible damage.
Throw a Schottky diode in series with your power supply and that will bring 3.3V down to 3V. It will also guard against you hooking up the power backwards as a bonus.
I'd be really surprised if a slight ripple in the voltage would cause irreversible damage.
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The Gadget Shield: accelerometer, RGB LED, IR transmit/receive, speaker, microphone, light sensor, potentiometer, pushbuttons
Diode laser modules (as opposed to bare laser diodes, which are normally 3-wire devices) include regulation of the diode current based on optical feedback from the laser. So the supply voltage should not be critical.