Cheap insurance, I use 'em. Most modern handguns don't need them (and say as much in the manual), but what if one of yours is one of the exceptions. Beretta Tomcats come to mind, as do some H&K USP compacts. Besides, they're useful when training newbies in the manual of arms and stuff like that.
Mac, I don't know about any 'burrs', it would seem that there would need to be some rubbing/friction/misalignment to cause one that goes beyond simple dry firing.