I agree with you on the whole "if it didn't get wet it can't be clean" perspective, fatfrog, and am similarly averse to clothing that is dry clean only (if it's something worn directly against the skin) and anti-bacterial gels. So I don't really consider dry shampoo to be shampoo at all. The other name for this product is hair powder, and you can actually use it on clean hair if you just want some extra volume (though you'll get a better result volume-wise if you add some oil in the form of some sort of moisturizer or balm)

I started using hair powder about the time I started wearing my hair straight rather than naturally curly. Using the powder means than I don't have to re-style, and thereby avoid exposing my hair to more heat than absolutely necessary. Washing less frequently also helps maintain my hair color.

Of course, it also means that I get to sleep in a bit.