I think a good quality 5mW green laser is a perfect first laser, it's just enough power to have a nice beam at night, it's dot is quite bright too, add a little smoke and it's very nice. The 5mW green is what started me off into lasers.
Theres a LOT to be said about quality, a laser is a precision instrument and if the people who made it didn't care to tune it correctly before letting it be sent out then you're stuck with weeks waiting for a return item. I've found it's always best to purchase quality the first time from places like optotronics.com or laserglow.com