A 30mW Green Laser Pointer pen (Light Amplification by the Stimulated Emission of Radiation) is a beam of coherent light that is man made and not found in nature. You can demonstrate the inherent power of a laser by enabling an inexpensive laser pointer 200mw to project the laser light it creates at its full intensity. The procedure involves deactivating the circuit board that limits the output of the laser light and can be done by anyone who feels comfortable using a soldering iron. The “burning” laser pointer will not be the stuff of mad scientists, but it will demonstrate how powerfu lBlue Laser Pointer 10000mw light can be at very close distances.

Wavelength also comes into play as lower spectrum wavelengths tend to have more energy.
Basically a 405nm will burn better than a 445/450/532/650 in the visible range.
You will never burn anything at the moon, that's just silly. All 1000mw laser pointer red diodes have a value listed as mRad, which tells how much the beam will expand over time. Optics can help this, but for practical purposes it will always exist.

Also, generally to pop balloons, you need at least a 30-50mw laser. To burn, no less than 200mw.
The most important thing when using lasers like this is to wear color blocking safety glasses for the laser you are using. Anything over 5mw can cause damage, and burning lasers can permanently blind you. They should be treated no different than a firearm.

http://www.buylaserpointer.com/green-laser/p-66.html