I heard dry-firing a Beretta is bad, but wouldn't I want to do a function check before leaving the store?
The 92/M9 is a pretty rugged beast in spite of its elegant looks. You aren't going to hurt it by dry firing a couple of times in the store. A set of snap caps is cheap insurance if you are going to sit at home and dry fire hundreds of times, but don't sweat the function check.
Fine pistol at a moderate price. I love my 92FS, and I'll bet you love your M9, too.