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Notes -
"Snap caps" are recommended for rimfire guns of any kind, and older guns; what extent they matter for modern semiautomatics is somewhat controversial. It's plausible that even new centerfire gun designs will still have increased forces on the firing pin or its surrounding structure when used with an empty chamber but attempts to experimentally demonstrate the matter haven't been able to show clear and obvious results, and modern firing pins are also cheap to replace.
For rimfires, the tip of the firing pin can hit steel on the breach face, as part of the design, and the difference between steel-on-steel and steel-on-compressable-brass is huge: people have experimentally demonstrated damage in <100 uses. There's a small number of rimfire revolvers that avoid this failure mode through some really clever design, though. Some rimfire rifles (such as the popular 10/22) claim that they've eliminated the problem with a firing pin stop, but that's only really true for relatively small counts, and heavy dry fire practicers have found out the hard way that this just moved the problem to a bent firing pin stop.
Older centerfire guns sometimes had similar issues, mostly pre-1970. GLOCK still recommends snap caps for very heavy dry fire use, and people have very rarely shown breach-face problems when not using snap caps, but they almost always are also the sort of people sending hundreds of rounds of very sketchy ammo through their guns.
You can get cheap all-plastic or plastic-rubber snap caps for common calibers at most reputable gun shops, but they're usually specced for 500-1000 uses, so if you're really into dry-fire drills, splurging for spring-based ones can be worthwhile.
Snap caps are also useful for ammo failure and clearing drills.
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