I don't believe that you can damage any modern pistol by dry-firing it...excepting Kel-Tec guns.
The screw that retains the extractor of some Kel-Tec pistols also retains the firing pin. When you dry-fire over an empty chamber, the firing pin peens the end of the screw, making it hard to remove.

The solution is to buy a set of snap-caps in the appropriate caliber, and to dry fire with one of them in your pistol's chamber. The snap cap stops the firing pin before it can contact the screw.

For safety's sake, keep all live ammunition in another room while you're using snap caps. It's much too easy to make a mistake.