If the manufacturer says that dry firing is OK, I wouldn't worry about it. For example, the manual for my Ruger Mark II .22 LR pistol says that the gun can be dry fired without damage. It does mention to verify that the firing pin stop (a crosspin in the bolt assembly) is properly in place when reassembling the pistol, because without it, dry firing will damage both the firing pin and the breech face.
If the manufacturer does not come out and say that dry firing is OK, but the design requires the trigger to be pulled during field stripping, I also would not worry. Glock pistols are one example of this -- because the striker is partially cocked, it needs to be uncocked by dry firing in order to take it apart.
In any other case, whether or not dry firing will damage the gun is hard to determine. When you consider how cheap snap caps are, I would recommend using them. The peace of mind alone is worth the 10 bucks, and it also lets you practice (at home) malfunction clearance drills and other things that could be unwise to practice with live ammunition.