As a side note, it's not universally true that you can dry-fire modern handguns with no problem. By practical experience, I find that dry-firing a PF-9 even once (which happened accidentally) can break out a small cross-piece in the frame.
I always use dummy rounds when dry-firing, no matter what the conventional wisdom is. I figure a couple of bucks for dummies beats a couple of hundred bucks for a gun. And getting into the "habit" of dry firing without dummies may well lead to damage when you pick up an older arm and click it a few times without thinking.
For another thing, it takes a deliberate action to remove the dummy or dummies, thus separating dry fire practice from having a live gun lying around. To me, this mental separation of modes is important.
I usually make my own dummies.
One hangup there is on .22s. Although they make plastic dummies in .22LR, I have found them unsatisfactory. What I do is take a fired .22 case and clip off a portion of the rim with a pair of flush cutting diagonal cutters ("dikes") and insert that case into the gun with the cut-out portion under the extractor. Thus, you can manipulate the action for re-cocking without extracting the case. (When done, of course you need a rod to push out the case.)
These "cutaway" dummies don't last very long --perhaps 20 or 30 cycles --but then again, neither do the plastic commercial .22 dummies.
Flush cutters can be obtained from electronic parts outlets, although other methods can be used to remove part of the rim. Needless to say, you should not do this with a live cartridge. That's my lawyer talkin'.
Incidentally, if needed, using a cutaway case deactivates a rimfire gun for unauthorized usage because it won't feed a live cartridge into the "dummied" chamber. A cleaning rod is needed to extract the case and reactivate the arm.
Also incidentally, a dinged-up .22 chamber can be ironed out with a simple little inexpensive tool available from Brownell's among other suppliers:
http://www.brownells.com/.aspx/pid=8869/Product/-22-CHAMBER-IRONING-TOOL
I cannot testify as to its effectiveness.
Because I use dummies in the first place.
Terry, 230RN