DX had the "dilda" back then but unfortunately they don't sell lasers anymore.. that'd be perfect for your use. Mine is 80mW and does the usual tricks: light matches, burn black plastic and black paper and pop baloons.
I have one of these, im very pleased with it. its visible in low light indoors and incredible in night skys. it also burns very well, black stuff begins smoking quickly. the one i received was around 160mW.
I purchased mine WITH batteries and it made it to the usa just fine from israel. TheJoker does an excellent job packaging and labling as a flashligh gift valued under $40 to allow it to slide through customs.
This was also my first laser and i have since purchased a 1.6w blue from daguin which i am also very pleased with., but for a first laser, follow the link i gave and click the notify me when stock returns link there and be quick about your purchase because when his stock comes in it usually sells out QUICK....