I believe that for the kind of thing you describe, the lasers are deflected by
 cunning gadgets.

You know how a simple ammeter works: they're like that except the needle is
 replaced by a tiny mirror.
The laser shines at a mirror, and angular deflection is proportional to current.
The light beam becomes a very long zero-mass needle!
You still have the inertia of the coil and mirror, but this is still a lot
 faster and simpler than steppers

You use a pair to scan in x and y directions.

What kind of show did you have in mind?
The arrangement above can generate nice Lissajous figures.

If you want to do some kind of raster scanning, then typically you'd use a
 rotating octagonal mirror to do the
repetitive sweeps. Tomorrow's World showed this principle with a mix of red
 green and blue lasers to produce a
cinema type of display. Always focused too.