Lasers are absolutely NOT a trap, you just need to understand what to expect from them.
They are absolute gold for taking down unarmored targets at extreme range. They will also let you hit your target a LOT of times, giving great close/assault skill gains.
If you were expecting them to do the job against heavily armored targets, sucks to be you.
You will get a lot of weapon skill right up until the moment mr. Ortok rearranges your internal organs with a kerrblade.
I research electromagnetic weapons first. It is a pretty fast research, gives you assault and sniper practice, and on a skilled soldier, it wrecks things better than any weapon which you can make ammo for without burning alien materials with the exception of grenade launcher airbursts.
That said, the ammo is NOT cheap, at about $1000 per eight shot clip.
Researching laser rifles and pistols next, or right after armor, gives you that long range capacity at a more reasonable price point, and gives you much needed target practice before whatever is too heavily armored for the lasers walks close enough for the grenade launchers and bolters to level them...
On the subject of research, NEVER sell all your plasma grenades until you research them. At some point, the aliens will stop carrying them in favor of the plasma blades. Also, the ones you sold will get bought out. If this happens, you will be permanently locked out of plasma GL ammo, which is double plus ungood.