Brightness and ability to burn don't necessarily go hand in hand due to the eye's different sensitivities to color. On this website you can compare brightness of both the beam and dot for any power/color combo. If you want to see how much power to equal the brightness of another color, enter '?' without the quotes. I did it for the values quoted above.
-520nm is bluer than 532nm.
-520nm is more stable.
- 520nm can run longer than 532nm.
-520nm is focusable while 532nm is not.
-520nm is tougher...( drop a 532nm and it'll break beyond repair)
-brighter than 532nm at night.
One thing that Isaac forgot to mention is that 532nm lasers have much better beam quality than 520nm lasers.
Also, blue/violet lasers are not always the best choice for burning. It's true that blue photons have more energy than green or red, but a 100mw green laser is just as powerful as a 100mw blue laser, as the green laser will emit more photons per second.
Depending on the absorption spectrum of what you're trying to burn, blue could be a terrible choice. But if you're just looking to burn electrical tape and light matches, then blue is a good choice.