I used to cheat at petrol roulette - I'd never play without a spare can of unleaded in the boot.
I've not run this one dry yet, but I used to be able to run the 2.0
out of the bottom of the red. I only ever ran it dry once - unlike older cars (where you get a bit of a 'chug chug' warning before it cuts out) I got a fuel injection fault up on the display and had to pull over immediately. I never took a chance on running it dry after that.
There was a time when you needed to avoid running diesels dry, as the systems needed re-priming. Modern diesel engines are supposedly self-priming, though you might have to crank for a while to get it going.
Though the same problem no doubt applies to both petrol and diesel - when you run the tank dry, you suck all the crud that's accumulated in the bottom of the tank into the fuel filter. If you're lucky, it'll have no ill effects, or the car will just run rather rough for a bit (my white Lag I was a dog for a day after running it dry but cleared up on its own.) If you're unlucky, it'll cost you a replacement fuel filter.
If you're not already on 'fuel low' you should be able to get an indication of the number of litres remaining using the trip computer diagnostic. Well you certainly can on the Lag 2 and Clio 2. Hold the trip computer button in while turning the ignition key to the accessory position - the speedo and other dials should start stepping up and down. Press the trip computer button repeatedly and you'll get a number of meaningless readouts. One is not so meaningless, it's the number of litres of fuel left in the tank.
Though bear in mind that even this isn't going to be 100% accurate. It's as close as you're likely to get though.