Yeah, sometimes dry burning is necessary if you don't want to rebuild a coil after you've used a gunky liquid, but I try not to torch for too long. I have a stock standard silica, nothing flash, so I try and limit my dry burning.
After you get the hang of it, rebuilding Igo-L's takes less than 5 minutes and I find if a liquid has gunked a coil right up, dry burning will take just as long.
Just another peice of advice Marty - double your silica over but cut off the top strand on either side after instalment. That way you get a good thick wick where the coils are which will hold more juice, but you won't have too much silica sitting inside the well, which is a bad thing if you are using the standard air hole. Too much silica sitting inside your well will restrict oxygen flow.
You should get a delicious crackle in your wick when firing if you do it right.
Also, look up some guides on micro-coils. They work wonders.
Quality silica can be torched and dry burnt, however if you are using a cheaper silica then they will get nasty fast