Myself, I got one from JTech Photonics, and I’m very happy with it.
I went for JTech essentially because they have Shapeoko-specific bundles (so the “how to attach the laser to the router mount” aspect is taken care of), and a number of safety features that were important for me (multiple interlocks on the laser controller, and a laser shroud). They have a Shapeoko4-specific bundle that should work fine on the Pro, since the router mount is the same.
Of course they are not cheap, it’s up to you to figure out if cheaper options would suit your needs/expectations (just stay away from the cheapest ones, unless you really know what you are doing)
I hear several people here have Neje laser modules, maybe they will comment.
Whatever you choose, safety first. In all cases, be sure to get a VERY good pair of laser goggles. Your eyes are worth infinitely more than a few dollars.
Oh, one last thing, for the laser to work with the Shapeoko controller, make sure it takes a 0-5v input. Some use a 0-10V input and that implies complications that are not worth the effort.