Pulse lasers do the least damage per shot, but they aren't power hungry so you can sustain them for quite a while. Also, they don't generate a ton of heat, so you can fire for quite a while without worrying too much. These are good all around lasers, in my opinion.
Burst lasers do a fair bit more damage per burst than pulses, but they drain more power and produce more heat. Really good for dealing with more maneuverable vessels like Vipers, Cobras, Sidewinders, ect. ect. since you can pour out your damage in quick burst.
Beam lasers fire a constant stream of damage, no breaks, nothing. They devour power nerds devour free pizza at a sci-fi convention, and they produce a lot of heat. They produce an amazing amount of damage, but you have to be very accurate for them to be effective... Not to mention, if an NPC flies in front of you, it's bad news bears, because you now have a bounty. In my opinion, these make for good shield strippers, especially against larger ships. If you can master them, they are dangerous little pieces of kit.