You dont need to sight it through your eyes like the red dot.
There are plenty lasers out there,but you really want one with a small dot and external windage and elevation turrets, Corsak lasers are highly regarded and well within your budgetMy link.
Probably better with a laser as you can shoot it from any position ie the hip when zeroed,wherever you see the laser dot,will be your point of impact.
This is not quite the case im affraid, a lazer will only mark the point of impact at the one range just the same as a scope, this is due to the curved flight path of the pellet. no