China based Wicked Lasers is selling a variety of small but powerful lasers.
You can light a match from 10 feet away with those lasers. Wicked Lasers features lots of videos and photos showing their lasers in action.
Those Class IIIb Lasers are no toys and need to be handled with care. Before you purchase, you might even want to check if such lasers are legal to own in your country. (Update: Comment from Wicked Lasers regarding legality: "The lasers are indeed legal for all countries to own, its just a question of how you use it, obviously shining it at airplanes is a big invitation for some feds to raid your apartment, but if you use it to point out stars its fine. ").
Wicked Lasers offers lasers with 5mW to 500mW power. The prices start at $99. For the more powerful lasers prices go up to $559.99.
More details on the Wicked Lasers site.