There are a variety of dummy rounds for a variety of purposes. For example, they have some (often plastic and orange) for training. The work good for teaching people to load and unload a gun.
They have more realistic rounds that can be used in place of actual rounds to simulate "failure to fire" during training. Often these are more robust.
The "Action Proving Rounds" are dummy rounds that are made with a great deal of care to simulate actual rounds. They are weighted properly and are often used by gunsmiths to check the proper functioning of the weapon without live ammo.
Finally, the have precision dummy rounds that are used to check chamber dimensions, head spacing, etc.
Brownells has a variety of dummy rounds at a wide variety of pricing. Personally, I like the "Action Proving Rounds" for most things but they are not dramatically different than normal rounds so they are probably not ideal for all situations.