Running a fuel tank dry will have no mechanical implications regardless of which fuel or metering device. Running out of the current fuel supply a) in the fast lane of the motorway or b) turning finals is not a good idea.
I'd also like to dispell the myth that running a car low on fuel will "suck the muck". The fuel is drawn from the bottom of the tank regardless of tank quantity and so any contamination be thus ingested.
How many of you suffered there from a wandering of the mind when I said "suck the muck"?