If you mean outdoors in the sun.. Your talking about powers that hobbyists will never have in a handheld. Namely 20W+ of some highly visible wavelength like 532nm.
I'd recommend a 405nm laser for burning. It might not be the brightest but I got my 50mw for $9 on ebay and it can light white matches if you focus it and it can leave small burn marks in most walls even if they're whitish. Also get some kind of yellow or orange tinted goggles to use while burning up you don't need that high of a OD for 50 mw. Just remember that laser is 20 times brighter or so than it looks unless you are shining it on something that florescences.
Thanks for all the advice. I already have a 130mw red laser from wickedlasers. I purchased a 405nm 300mw from rayfoss yesterday for burning and I'm going to buy a 100mw green laser for visibility in a few days. I'm going to post a review and unboxing of the rayfoss laser and the green laser soon. Thanks for all your help