If you do have an expensive firearm, don't be cheap and shoot old ammunition in the things. Few shooters know that ammunition deteriorates and the older it gets, the higher pressure it gets. This is due to gunpowder deterioration, gunpowder is a high energy compound that is breaking down the day it leaves the factory. Old ammunition has and will blow up firearms. A good rule of thumb is to shoot up all ammunition before it is 20 years old. Ammunition older than this is risky.
There has been a huge amount of cheap, military surplus ammunition on the market and it is not difficult to find accounts of weapons blown up with military surplus. This stuff was removed from military inventory because it was either to dangerous to keep in storage, or because it was too dangerous to issue. A couple of dangers to troops would be failure to function, or over pressure.
This link is from manufacturer's of the FG42 rifle, a $5,000 modern copy of the original. I cannot imagine what an original would run, hundreds of thousands of dollars? SMG Guns specifically voids the warranty if surplus ammunition is fired in their firearms, not because they are mean and nasty, or are ignorant, but because they have found that old military surplus will blow up guns. The pictures of a blown up FG42 is within the warnings on their page:
Ammo warnings/Info
http://smgguns.com/?page_id=965
As you can see, one $5,000 FG42 was reduced to a pile of junk with old military surplus ammunition. If you have something in this price range or up, I recommend you only shoot nice, new ammunition, and not go out on the cheap and fire old ammunition to save a buck.