I refuse to use snap caps because I do not want
ammunition-shaped objects anywhere near my "unloaded" gun. Yes, I know they are different colors than live ammunition. Nevertheless, with just a moment's inattention, ammnition-shaped objects are too easily confused with live ammunition -- and regardless of whether the live ammo contaminates the pile of dummies, or vice versa, it's a dangerous situation that I'd rather avoid.
For example, see this: http://www.defense-training.com/quips/31Mar09.html
(Second letter down.)
Awhile back, I purchased a Blade Tech training barrel
for my Glock, and feel much better about dry fire with it in place. Of course you cannot use snap caps with it, but you don't need to.