If you know for sure you are going to shoot poping a cap is fine. At the range anything goes.
If I'm loading a gun for hunting I'd rather not have to clean it if I don't shoot that day...poping a cap insures you will.

Another tip a fellow gave me years ago was to circle the muzzle with your hand after each shot and give the barrels a good blow...the wisp of smoke exiting the nipple hole will let you know all is clear and it will deffinatly fire the next shot.