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I am doing stuff like this:
"That's nice," he said. We went to the car and got our laptops and logged into Stack Exchange.
and
He stood up and looked me in the eyes. I could tell he was angry. "Did you really forget your SE password?" he asked.
and
"That's cool," she said, after we rounded the corner. The laptop was under ice so we had to get our tools out to get at it. "One more hour should do it," I said.
Is this alright, or should the dialogue always be on its own line?
By line, I assume you mean paragraph.
A paragraph is "a subdivision of a written composition that consists of one or more sentences, deals with one point or gives the words of one speaker, and begins on a new usually indented line." (Merriam-Webster dictionary) To clarify, a paragraph is to a sentence what a sentence is to a word. A collection of sentences of a similar theme or idea build into a paragraph. Some paragraphs can consist of a single sentence, but are usually between three and six, at least in my writing.
When it comes to dialogue, there are a few particular rules to follow, all of which you follow in your examples. Dialogue should be treated as part of its containing sentence, and no more than one person's dialogue should exist in one paragraph. Sentences accompanying a line of dialogue in a paragraph should be dedicated to describing what the character does or how he speaks. Here's an example from my own work as it appears:
Roman eyed his cane, leaning mere inches away. He resisted the urge to grab at it and instead focused on his cigar. “Tell me just what was wrong with my proposition that has you so offended.”
“Everything!” The twins shouted in unison.
This was quite unexpected. “Well, I figured you’d like the idea. Since you don’t, just tell me what you’d rather do.”
Melanie’s gaze became fierce. She growled through gritted teeth, but Matilda interrupted her. “Give Hei a chance. He can do a lot more for you out of jail in it.”
As each character acts, I have a paragraph describing that action, speech included. It keeps things organized and coherent. Each sentence in a paragraph pertains to a particular idea, and in this case, that idea is what Roman, Matilda or Melanie are doing at that particular moment.
And here's how it appears as you suggest, with the dialogue getting its own space (Sorry I couldn't figure how how to get it into one of those nice little blocks like the other one.)
Roman eyed his cane, leaning mere inches away. He resisted the urge to grab at it and instead focused on his cigar.
“Tell me just what was wrong with my proposition that has you so offended.”
“Everything!”
The twins shouted in unison.
This was quite unexpected.
“Well, I figured you’d like the idea. Since you don’t, just tell me what you’d rather do.”
Melanie’s gaze became fierce. She growled through gritted teeth, but Matilda interrupted her.
“Give Hei a chance. He can do a lot more for you out of jail in it.”
Notice how the broken dialogue makes it a little more difficult to understand what's going on, or who's saying what. Isolating the speech from the other actions of each character makes it a kind of odd "disembodied speech" without context.
