All of them, all the time...including rimfire guns. I use snap caps in all them so I can practice not just the trigger pull, but also working the slide, bolt, or cylinder. If you CCW it's essential, IMO. I either buy the snap caps of make 'em, empty case with a bullet and for the primer pocket I glue a part of a pencil eraser in it.
"And remember, Abraham Lincoln didn't die in vain, he died in Washington D.C." - Firesign Theatre