Depends...some SS amplifiers and most, if not all, tube amplifiers require a load (like speakers) when they are powered on. They may get damaged if there isn't a load connected.
That being said, I'm in the process of breaking in a pair of new Dodd amps, and I'm using 8 ohm, 50 watt power resistors connected to the outputs of the amps when not listening to music. These act as my load.
Funny thing...when up close to the amps, I can hear the disc playing! I think it's coming from the tubes. Pretty darn wild!