Using words like laughed and sighed give more information about how the person is talking while using adverbs like laughing and sighing tell what the talker is doing while communicating. As a reader, I interpret sentences like
"Ok," she said, sighing. "Just this time."
"Ok," she said with a sigh. "Just this time."
"Ok," she sighed. "Just this time."
differently. In the first one, the character seems to be saying "Ok," sighing with a pause, and then saying "Just this time". When she talks, it is separate from the sigh and her speaking voice is a normal tone. Similarly for the second example. For the third example though, the character isn't saying "Ok" in a normal speaking voice. She's being expressive with her tone and the sigh is part of what she's saying. It's like a groan or a yell - it's how the person says it vs. what they're doing while they say it.
For the laughing example, I always interpret it as the character is laughing and manages to get the words out in between or after the giggles. Definitely doable, definitely something that occurs in real life.
To answer your question, it depends what you're trying to convey. Generally, you don't want to do it too much, but not doing it at all can potentially leave the dialogue flat and without inflection. Find the balance between describing how the character's talking, showing what they're doing while they're talking, and just letting them talk.