I have one that goes over 400mw and I don't use goggles unless I'm getting so close to the point of impact that the green glow blinds me so I can't see what I'm doing... "like lighting a match with the laser off in the distance and me at the receiving end".
As long as you do not get a direct hit, your good.... the problem is the room for error with the higher powers.
Senkat mentioned the 20mw was more dangerous....on that note, the 5 mw is even more dangerous in the hands of a kid that thinks its no different than a flashlight!
Have you ever looked directly into an oncoming laser to see what it looked like?... me either.. but your little brother may decide its a cool thing to try!
You really have to treat these like guns... you can play with them if you know where they are shooting at all times, but you cannot let a kid just play with it.
Shooting into beveled glass lighting fixtures, drinking glasses, mirrors and such whereas you don't really know where all the beams are going to end up is the kink of risky things I'm talking about.
I have a nice pair of goggles, but rarely need them.. but when I do need them, I'm thankful I have them.
When your doing something risky, use the goggles.. if there is no risk, then don't.
I too have to hide my lasers so my grandkids can't find them, just like I would a pistol in the house.
I just took mine to a July 4th party... I had to be stinkin careful where the beam went at all times!