I seem to recall that anything more than a few milliwatts can cause eye damage if the beam hits the eye direct and is not moving. With higher power lasers one safety precaution being to kill the beam, either by turning the laser off or moving a shutter, if the thing that scans it fails.
I would have expected UV lasers to be more dangerous to be honest. Infra red ones are bad because you can't see the beam, but with "far infra red" (longer wavelength) you do at least benefit from the fact that it doesn't get focused by the lens in your eye. Still, not sure whether a melted lens or burnt retina is worse... I guess you might feel the heat and quickly move like you would if it was a flame. Also bear in mind that UV can be carcinogenic (think sunbeds and UV sunblock etc).
Green lasers look brighter than red for any given power, due to the eye being more sensitive to green light. So I'm not sure if this could be a factor. I.e. you could get away with a lower power.
Another thing to consider is divergence, as the less focused the beam is, the safer it is. You can obviously expand a beam with a simple lens, but then it loses one of it's key laser characteristics. Just found a page that looks quite useful:
If you wanted a laser show, I'd suggest buying a solution that is certified safe for use in public, from a reputable source and with CE marking.
If you wanted to draw with UV laser pointers as in that video, I'd seek assurances that those devices are perfectly safe for the general public to use and that no eye injury will result from people shining them at each other. May be that e.g. 5mW of 405nm with whatever divergence they have is actually pretty safe. I just don't know...
I have actually been thinking about going on an accredited laser safety course, as it would prove useful for various projects I have in mind: