Maglite flashlights have adjustable beams so you can match the width of the beam to your model scene. I have them in several sizes, from the "policeman special" which can be used as a club if necessary to the mini maglite which slips in you shirt pocket. You can also get color filters for the lights if you want to go for the colored spot effect.

As for capturing the beam, you might try smoke. You blow a bit into the beam just before snapping the shutter. You can even blow the smoke through a straw. Just don't get addicted--to the smoke. It's okay to be addicted to photography.