We were approaching Glenfield (for runway 07 in Sydney) one night when we were told that the aircraft in front of us reported a laser being pointed at them at about 6 nm from the runway.
I decieded to turn all the exterior lights off (landing lights, navigation lights, anti-collision lights, and strobe lights). I called the cabin and asked them to turn the cabin lights right down too ( I didn't explain to them why though).
I told Approach that we had turned our lights off and asked them to pass on this information to the tower.
I figured the risk of someone pointing a laser at us was a far greater threat to us than what turning the exterior lights out would have been in regards to an increased risk of mid-air collision (which was nil really). Remember we were radar identified and in controlled airspace. Even the people in the tower would have had us on their screen.
I figured that turning the lights out would make us a much harder target to find. We turned all the lights on again at about 800 ft.
And no, we were not targeted by any laser.