A Gaussian laser beam propagating through a plasma heats the electrons and creates a low-density duct via ambipolar diffusion. Thermal conduction plays an important role in temperature equilibrium when the electron mean free path lambda(m) is greater than the beam radius (lambda(m) greater-than-or-equal-to r0). For lambda(m) much greater than r0 thermal conduction suppresses any non-uniformities in electron temperature, and nonlinearity is dominated by the ponderomotive force. The plasma duct traps and focuses the laser radiation above a threshold power. As the beam size shrinks, thermal conduction becomes stronger, leading to periodic self-focusing of the beam. The laser beam is also susceptible to filamentation instability. The spatial growth rate is a monotonically increasing and saturating function of the incident intensity of the beam.