On the subject of Lasers:

Light is invisible unless refracted. However, refracting a laser would be hard indeed. A laser is to light what a spear is to kinetic energy. More than that it's a large amount, it's concentrated and delivered in a short burst. Smoke would hardly do anything to refract it, as the wavelength is so focused.

However, a serious Laser would be visible, simply because it would superheat the air it moved through. You'd effectively see a long streak of bright yellow, kind of like a bolt of lightning. The 'thunder' in this case would be a dull whump, not as powerful as lightning but still audible.

Laser Physics for the win!