Some of the gun manufacturers offer them at a reduced cost (in comparison to genuine version). Each does it differently in that respect, so you'll have to check with each.
There's also the movie prop/replica companies. They usually offer a blank-firing version of the gun. A google search should bring you up a few of those.
Josh if you look at the thread here in Gear and Access, entitled DEAL on X2 tac light/laser, you will find that the X2 light mentioned comes with a free blue XD "dummy" gun.