My 5mW from Lazerer has a visible beam in the dark. It's not super solid but it's definetly visible. The laser is actually 13mW stable though so not really "just" 5mW. I would say if you want something to be able to point into the sky and be able to display a nicer solid line go with something at least 50mW, and of course the higher up in power you go, the more "solid" or the brighter the beam will be..
*EDIT* Also, the green beam in my avatar is my 400mW green...
If you want a good one, I would go to Lazerer. Thought I'll be honest I haven't bought from any other company really. I just know that Max at Lazerer is really great, and the items ship quick and are always nice. All my lasers have been over-spec... On Lazerer there are little pointer style lasers that are 5mW, 30mW, 50mW, 100mW and 150mW. There are also ones with the tailcap switch to be able to click it and have it constant on and not have to constantly be pressing the button.