I'd go straight for the laser. For any sintering/cutting activity involving light, it's all about energy density (on the kerf/cutting/sintering area) and lasers are king of energy density. Also, laser optics of the sort you need are going to be relatively cheap, even though they are high-precision and made of exotic materials, they are small and commonly made.
Check out ebay and surplus shed. I suspect that a properly focused 1W laser diode would be able to sinter certain types of thermoplastic at a reasonable rate, and if you went to one of the co2 laser tubes available on ebay, you could get even more power. Also, and more importantly, I thing going the laser (diode) route would be waaaay cheaper and easier to set up.
A small laser diode and 1/2" lens with a small driver circuit sounds to me a lot easier than a big HID ballast, large fragile bulb, gigantic reflector/focusing setup (which would be pretty hard to build to achieve the quality of focus needed for sintering Also consider cost, 1w laser diodes don't cost too much (under $50, IR diodes are much cheaper), small precision lenses are pretty cheap (check surplus shed), little home-built laser driver circuit, maybe $10-$20 in parts unless you have them sitting around, coming in well under 100. You could even get one of those 1w laser-pointers they burn baloons and light matches with and just stick a focuser on the end (you might not even need that). For an HID lamp though, you're either going to need a huge, heavy, noisy, rf-interference-inducing core-and-coil ballast (for ~50), or a nice electronic ballast (>150), a bulb (30-60), a socket, a relfector, a big fresnel/large focusing lenses (20-100 depending), and it's going to end up being enormous and unwieldy.
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