Hello, welcome to the forums!
The first pre built I bought was the Sanwu pocket 650nm 250mw. You dont need glasses for it 100%, unless your eyes are very sensitive. Just use common sense and don't shine it in your eyes or at something reflective. If you get the 500mw 445nm pocket though I would recommend glasses for sure.
You can see the red beam of the 650nm in dim lit areas or in smoke/fog very well. I havn't tried to burn anything with it, other than melting a small hole in a black trash bag.
It is remarkable craftsmanship, The guys at Sanwu know their stuff! I am planning to buy more from them. Can't go wrong there.
Also if you dont want to spend that much, Sanwu sells the generic Green pointers in the black 303 style hosts. I picked up the 80mw 532nm pointer from them and it is great, only 19$ and a nice visible green beam even in low light conditions. And its not so bright that u need to worry about safety glasses, so long as you are smart about what you shine it at. Black or dark colored surfaces are your best bets for a safe termination point so you can enjoy the beam and not have a crazy bright dot.
Be safe and enjoy!