A couple of points. Both Continental and Lycoming do not recommending running the tank dry for fuel injected engines as the engine my not immediately restart.
For carburated engines there appears to be no real issues although I do not think it should be made a regular practice. I teach to save this practice for a minimum fuel situation. In this case it is for example much better to have 4 gals in one tank then 2 in each tank (eg Pa 28) as you are approaching your destination. So running one side dry to keep a good supply in the other is a good idea. of course it is better to not get into this situation in the first place......
If you do run the tank dry bring the throttle to idle before switching to the other tank and then when the engine restarts you can smoothly bring the power back up.