Light beam vs sound beam Why is it that it's very common to have beams of light but not beams of sound? Laser beams are widely available, and I am aware that it is also possible to direct sound, however, we rarely see examples of it. 
Is it more difficult to direct due to longer wavelength or is it more dispersive in air or something?
 A: The beam width is proportional to the wavelength $\lambda$ divided by the aperture width $L$. Audible sound frequencies are are in the KHz range with wavelengths between approximately 17 m and 17 mm. Whereas visible light wave lengths are in the micrometer range. So sound apertures would have to be vastly larger than light apertures to achieve similar beam widths--usually not practical.  
Medical ultrasound imaging uses sound beams less than 1mm in width but their frequencies are in the MHz range.  These frequencies are very strongly attenuated in air and only travel a few centimeters.
Re.

Is it more difficult to direct due to longer wavelength or is it more
  dispersive in air or something?

Both are true if you replace 'dispersive' with 'attenuated'.
A: Like very well the rest of the contributors commented "wave-beams" (apologies for the slight abuse of the term) are not uncommon at all. Medical imaging is just one field where they are used. Sonars is another possible application (both transmission, and reception).
In general, in acoustics (whether it is ultrasound, underwater, or "conventional acoustics") the basic idea is to somehow use an array of transducers and design their interaction in order to create a beam pattern (most commonly know as beamforming - Wikipedia link). This technology finds applications in both mechanical (acoustical) and electromagnetic waves (telecommunications).
One more example of its use in a "more conventional" application is a long-throw loudspeaker (like the SB-3F™: Sound Field Synthesis Loudspeaker and the SB-2: Parabolic Wide-Range Sound Beam, both by Meyer Sound) similar to what Hadrien has cited.
A: Wave beams require to have a transversal section of lenght of the same the order of magnitude than the wavelength. Whereas for light, we can get very tiny and focused beams (of $\mu m$ order), for sound the wavenlength (of centimeter or meter order), you cannot get beams s focused. 
Hence the utility of such beams to either transmit information, or focus energy is quite limited. I am aware of such device for crowd controlling use (https://en.wikipedia.org/wiki/Long_Range_Acoustic_Device).
A: Beam may have more than one meaning in your question.  Also, you are really asking multiple questions.  As for lasers, these involve manipulating the quantum nature of light and ordinary acoustics is NOT a quantum phenomenon so it is not clear what that would even mean.  As for focused beams, we actually to have the technology to do this.  Your mouth is an example, speakers to some degree can be manipulated to focus sound and create a beam.  Underwater sonar systems employ phased array technology to create highly focused "pencil beams" of sound with a single carrier frequency.  
As for the "quantum" nature of the laser there are actually two cases I can think of where acoustics is quantized.  One is phonons in solid state physics.  These are states of quantized crystal lattice vibration modes.  The other is acoustics in super fluids (which may also be thought of as phonons I guess).  In theory either could be used to generate an acoustic laser though I am not sure what that would entail.
You need to consider one thing and that is photons are a truly fundamental particle whereas acoustics is a perturbation of some bulk material.  There is no such thing as fundamental acoustics, the phenomenon is a macro phenomenon in any situation.  Even the "phonon" is not an elementary particle but an attempt to describe the average interaction of free photons with bulk matter in such a way that we don't have to treat every particle in every atom as a separate entity.  Take away the bulk and you take away acoustics.  The same is not true for light. 
A: Beamed sound waves are indeed routinely created by the high-frequency horns used in both high fidelity speaker systems and high-powered (stadium-sized) public address systems. Their design allows either broad or narrow angular dispersion, and widely different horizontal-versus-vertical dispersion angles. Their design is described in most upper-division-level acoustical engineering textbooks.
