Shine the laser on a distant wall or screen. Place a hot plate or the grill lighter directly under the beam and close to the laser. The image of the spot on the wall will be be steady until heat is applied after which it will appear to move, shimmer, and twinkle. This is due to the change in refractive index of the air through which the beam moves. The same effect takes place when viewing stars through the atmosphere.

A second effect is also observable.  Mark the place on the wall where the laser beam spot is initially.  Then move the hot plate under the laser beam.  You will observe that the laser spot moves very visibly upward due to traveling through the less dense hot air above the hot plate.