Don't ever dry fire a rimfire. Since the pin hits the rim of the case, if there is no case there, it will impact the edge of the chamber, and put an indentation in the steel. I've gotten two different used 22LR rifles that I had to go in and clean up the chamber. In one it peened the edge badly enough that cases were scraping on the bulge, making it difficult to close the bolt and to extract.
In centerfire I have not seen a failure, but imagine that you have to consider what is impacting to limit the forward travel of the pin, and if that is causing a shock and potentially a fracture.
I always use snap caps. I have never come up with a solid answer to this question because depending on the day of week and who you talk to you'll get different answers. I know that I paid too much for my firearms to F them up because I am too lazy to cycle snap caps but that is my personal opinion and sentiment. .
I have been dry fireing for many years and i have never had a problem. Not saying that you can't or won't, but unless it is a rimfire i don't think it is that big of a deal. Every mag full i shoot i go through the same process. Slide lock, drop magazine, return slide, dry fire in safe direction. The only time i do not do this is if i am going straight into another full magazine.
I have watched Hickock45 do this with virtually every weapon BTW. He says it is ok, and i trust his judgement. He has more trigger time than most here, so i think he should know.
Don't you actually have to dry fire a glock to get it apart?
From what I know of this issue stems from many years ago. Back before metallurgy is what it is today, some firing pins made from certain types of steels could become brittle and break from repeated dry firing. This process is called work hardening. With no primer to cushion it, the pin shoulder would slam into the back side of the bolt face firing pin hole. I sometimes heard people refer to this as the pin becoming "crystallized". These stories get passed on through generations and continue today. Modern steels from quality manufacturers will not do this. But as others have said, if you have the slightest concern then just spring for a few snap caps and put your mind at ease. I have them for most of my weapons.
Never ever dry fire a Rimfire gun! On a CZ 52 the cast firing breaks after 6 + dry-fires, on many guns U will/can damage firing pin /striker as well as the breech and or chamber according to Keltec, Glocks & Rugers wont have a prob till 8K or so!
There were many reports of PS 90's being damaged by dry-firing by Police Depts. in the early days!