I would suggest a convex (converging) lens with a focal length (The focal length is how far in front of the lens the light will cross) of 2-4" myself.
A convex (diverging) lens will spread the light out (as per its name) which would be bad.
A positive meniscus lens will act as a converging lens however I would stick with a convex lense.
A negative meniscus lens will cause the light to diverge.
A collimator will generally be a convex lens, however it will have a focal length on the scale of millimeters which will make it useless for burning (If you can even get the lens close enough to the object to burn, it will get covered in smoke/crap).
A magnifying glass will work fine as a cheap (read, very cheap) convex lens.
All of this information is just one wikipedia page away.