I agree with those that say dry firing won't harm modern guns. Except.... if the firing pin is part of the hammer, like on some S&W revolvers, it's a major no-no. That "floating firing pin" can be seriously damaged. If the firing pin is in the frame, like on Ruger, Colt, and some of the newer model Smiths, then it's okay because they strike nothing when dry fired.

If you're nervous about it, get some snap caps. They are cheap insurance. I would prefer them over a spent cartridge too. That spent primer can be awfully hard. Those that suggested rubber or erasers in the primer hole are right on.