405nm goes as low as 1mW, it's just harder to find as the main source for 405nm diodes is BluRay drives, which require more power than that.
To an extent, the wattage does effect which goggles you should wear; Goggles with a low optical density (OD) rating will not be able to protect you against higher powered lasers.
As far as how much OD is needed for how many mW... I couldn't find any official looking sources. That doesn't mean it isn't out there though, heck, OSHA probably has info on it. The only guidelines I can give you is extra OD is never really TOO MUCH. I'd feel safe with OD2 for <100mW, but nothing more. Quality OD4 goggles can protect from direct beam hits (see Eagle Pair 190-540nm orange tinted goggles from SurvivalLaser), and poor quality OD5s (T-Rex brand, they probably aren't really OD5) will pass enough of the direct beam to see the spot easily.
My OD2 532nm WL goggles will block enough to safely burn with a focused spot if not too close, but will not protect you from specular (reflective surface) reflections or direct hits of 95mW.
My "OD5" T-Rex 600-700nm goggles will protect you while burning even up close with 200mW, and protect you from very diverged specular reflections, but not protect you from direct hits or focused specular reflections.
So, I recommend you get some quality Eagle Pair goggles or if you can afford the very best some OEM Lasers Systems OD7+ goggles.