As far as the buzzing, when and where it occurs is a combination of the bulb, the fixture, the switch, and the load on the circuit, so some buzz less when set to 100%, some don’t start buzzing until they hit about 85% and then get worse and worse going up. Some don’t buzz at all at high settings, but start flickering in about 20% and below. There’s just a lot of individual variation.
I’ll defer to @Navat604 and other electricians on the long-term issues. Certainly any spark should be considered an immediate safety issue. Buzzing or flickering can definitely reduce life of the bulb. As far as damage to the switch, I think it depends on the exact set up, but again others are much more expert than me on those issues.
“First-generation bulbs” were the ones that the manufacturers will now say are incompatible with dimmers, but they didn’t say it on the box because people didn’t realize there was a problem yet. Slightly different technology. You could always ask the bulb manufacturer.
“dimmable CFLs” were the second-generation and “fully dimmable” CFL’s and LEDs are the third. If it’s a new model and it says “non-dimmable” I would believe the manufacturer on that one. There’s some technology mismatch that’s important.
There’s a video of an experiment in one of the wiring FAQs, It demonstrates pretty well. Here you go: