In the US, 5mW is the legal maximum without needing a variance. And your also supposed to notify the FAA of lasers entering airspace.
However.. In practice, it doesn't really matter unless you 1) have neighbors that just don't like you. 2) live near an airport. 3) have law enforcement that has little else to do and likes demonstrating their authority. 4) illuminate aircraft.. intentionally or not.
I play with my high power lasers outdoors plenty without issues.