At least with regard to 1911's, there's a hot (and annoying) debate about whether snapcaps are needed for dryfire. (From what I can gather, the consensus seems to be that you don't need snapcaps to dryfire, but that you shouldn't slam the slide back on an empty chamber.)
I'm a dryfire fiend. Do I need snapcaps when dryfiring my PSP? Are there any other dryfire-related ways I could screw up the gun?