Actually, in this case, it's downright dangerous.
Red lasers are fun. Green lasers are more fun - they appear much brighter because our eyes are more sensitive to green. Most green laser pointers are below 5 milliwatts (mw) in power. My new pointer is a whopping 200mw - capable of burning plastic, paper, rubber - almost anything that is dark. It can pop balloons and light matches. While popping a balloon can be done with a pin and lighting matches is, um, what matches already do this is really about having fun and learning.
And what could be more fun that burning things all by yourself? Burning things with Marvin Minsky, of course! You never realize how many things are flamable until you go over to someone elses house with a laser in hand.
The laser pointers cost roughly $120 at DealExtreme (which also has some other wonderful toys). I would also buy a pair of Bono-looking shades for about $60 bucks from Wicked Lasers. Just remember, any laser capable of burning things is definitely not a safe thing to have so - don't point, it's rude!