Typically for most lasers, this is nothing more than 8-10ft, to actually burn.
It depends on whether you have a multimode laser die or single mode.
Think MC-E compared to XR-E for throw
Single modes reach about 0.5w, whereas multimode will reach 1-1.5 easily.
The reason they burn better is due to a smaller spot. When you figure the general output of the laser, and the area that it covers, 0.5w properly focused will perform better than a 1.5 focused, unless you get into more complex optics.
Wavelength also comes into play as lower spectrum wavelengths tend to have more energy.
Basically a 405nm will burn better than a 445/450/532/650 in the visible range.
You will never burn anything at the moon, that's just silly. All laser diodes have a value listed as mRad, which tells how much the beam will expand over time. Optics can help this, but for practical purposes it will always exist.
Also, generally to pop balloons, you need at least a 30-50mw laser. To burn, no less than 200mw.
The most important thing when using lasers like this is to wear color blocking safety glasses for the laser you are using. Anything over 5mw can cause damage, and burning lasers can permanently blind you. They should be treated no different than a firearm.
Edit: Just saw this comment: Outdoor use is legal, when not aimed at a person, vehicle, animal, AIRCRAFT, etc. Use common sense with these lasers. Shining them at aircraft is very illegal and is almost always prosecuted/fined heavily.