Don't worry about leaving the tube magazine fully loaded and under tension. That is the way it is designed to be. Guns are supposed to be loaded and ready to use. The spring will not wear out from that. What wears a spring out is constant use...going from full tension to no tension over and over again. Of course they are designed for this too, and will last a while even under normal use, but you should definitely keep it loaded if it is a defense weapon.
My preference is an empty chamber, but full magazine. Hammer dropped on the empty chamber (check and doublecheck that it is empty before dropping the firing pin) , so I don't have to worry about using the action release button to pump in the first round.
In addition to taking it to the range, you can also practice shooting it at home with "dummy" rounds. This will help keep you sharp with shooting and pumping it quickly, and making sure that you pump it fully and with authority to properly eject and chamber your rounds.