If you dry fire, use a snap cap. They cost 5-15 dollars, and may keep you from having to do an emergency repair. They also make you verify the gun is empty, but you would do that anyway.
For hard to find calibers, you can make a snap cap with a fired cartridge, primer removed, primer hole filled with a product called "shoe-goo". Paint it orange so you don't accidentally shoot something if you get your hands mixed up ( I know, I know).
Just my two cents worth. I only use snap caps as an action proving tool. Not much on dry firing by itself.