As bad as it is to run a car bone dry, I have been that guy a few times.
My light in my Jeep came on at around 25-30 miles to empty... so I'd wait til it was down to 5 before I finally stopped somewhere.
But there have been times where I went 30-40 miles after my display went to "0 MI TO E"...
Reason being, I'd have the fuel light on, needle in the orange, "10 MI TO E" and I'll stop somewhere... get back in, start it up, I suddenly now have 1/8 tank and 60 miles to E, and no fuel light