I recently ran dry, in my 2003 Golf. I know, I know... bad planning. I was fewer than 100 miles from home when the light came on, and had done 100 miles on the low fuel light before, so I figured I could get there. Car died in freeway traffic with three miles to go.
I was carrying kerosene, for the backpacking stoves I use, but it was no help - there was air in the injector lines and I didn't have my special 17mm wrench to crack the lines open. Got towed home, the car now has a gallon of kerosene mixed with a full tank of D2, and runs/starts fine. I'm adding B20/R80 every 50 miles, to help the lubricity and soon the kero will be used up.
But lessons learned: Don't run dry, and if you do, have the right tool on hand to break the air out of the injector lines.