Depends if you are going to carry it or only use it at the range.
For range use, load it any way you like.
The only time the empty chamber will be under the hammer is for the first shot, anyway.
For carry, better safe than sorry.
If you need more rounds, quickly, carry two.
What was good enough for Wild Bill...........
Walt Kelly, alias Pogo, sez:
“Don't take life so serious, son, it ain't nohow permanent.”