I've had dry sex with an escort I see regularly, at her request each time. I enter her as soon as we get onto the bed and gently slip my helmet in her cunt. We talk dirty to each other and I start sliding slowly in and out, and she gets wet really quickly. It was counter-intuitive the first time I did it, but she'd done it before and said she got more feeling from penetration without much foreplay. Have to say that with the benefit of experience, it is a recipe for a great fuck. Feeling her cunt get more and more wet from a dry start is a huge turn on for both of us.
I've since introduced my wife to the art of zero-foreplay fucking and she loves it. Provided the woman is in the right mindset (ie horny as fuck) and so long as you don't act like a bull in a china shop to begin with, she'll enjoy the extra sensation at the outset. In my experience the dryness doesn't last more than 30 secs and then she's sopping wet.