Disclosed is a laser useful in, e.g., photolithography or medical surgery. In one embodiment, the laser comprises a discharge chamber and heat-generating electronics that are enclosed in a baffled enclosure that requires less cooling air to reliably cool the components in the enclosure than previous unbaffled enclosures. A method of reducing the amount of conditioned air is also provided. In a further embodiment, the laser has a heat-exchange system that acts quickly in response to changes in laser gas temperature by adjusting a flow-proportioning valve regulating water flow through a heat exchanger, thereby providing a continuously variable rate of heat exchange through the heat exchanger to maintain the lasing gas temperature constant. Methods of providing a laser beam and of improving the uniformity of a laser beam are disclosed, as are photolithography methods utilizing a laser and method of this invention.