New England Custom Gun in the USA sells good ones. "Shotgun Snap Caps W-101 Price: US $17.50 Aluminum body snap cap with spring loaded nylon primer. Sold individually. "
These actually prevent firing pin damage, unlike the home made or cheap snap caps that use rubber or plastic in place of a primer. If the snap caps are not spring loaded, damage to the firing pin is just as likely after a few snaps as if no shell was in the chamber. During use of the cheap ones, the firing pin dimples the "primer" and after that, they are not effective for cushioning of the firing pin.
Many have posted above about dummy cartridges. Dummy cartridges are NOT usually snap caps. they are meant for proving action function, for load/unload practise, and such. Most will not protect the firing pins, unless also equipped with spring loaded plungers and some durable but not too hard surface for the firing pin to hit.
NECG is the only source I've bought good snap caps from. You can also order good snap caps from England, but I know of no Canadian source of quality snap caps.
I have some clear plastic spring loaded snap caps / action proving dummies marked "Omniaplast" on the base with clear plastic bodies, red internal base and spring loaded plungers that work OK for both purposes for a while, but several had the rims break off after repeated use.
The A-Zoom aluminum action proving dummies I have used all developed craters in the rubber primer pocket and quickly became ineffective as snap caps.