Включение блока питания ATX без нагрузки

There should be no danger in turning on an ATX power supply at zero load.

That being said, the outputs may be out of regulation, hunting (overshooting and undershooting their setpoints), or absent. None of these things are 'dangerous' per the definitions of safety used by regulatory agencies like UL.

What this means is unless you apply some load, you won't be able to determine anything useful by probing it while disconnected from the PC. How much "some load" is will likely vary from model to model, but if you don't want to shell out for a full-blown PSU tester as Kruug suggested, try loading each rail with power resistors to 10% of its label-rated maximum, then test with your multimeter. If the behaviour is still bad, you may indeed have a defective power supply.

Not true. Switch mode power supplies (typical PC PSU) will blow up with no load. The fan counts as a load. Take out the fan and watch the voltage go up until it smokes. I know, I fix the things and have blown up many with no load. Switch mode means it takes the AC in, converts it to DC, then switches it to high voltage, high frequency, then steps it back down again, then converts back to DC. This is far more efficient as transformers don't perform as well at lower frequencies and lower voltages.

It's not like mains power or a battery which can sit around doing nothing. I would say from experience that one in four can be blown up in this way, most likely not much to do with cheapness or quality of design as just about every PSU brand (nearly every brand is different) has a different circuit for it, and even the same brands scarcely keep the same circuit for long as they always source the cheapest components available at the time.

The underlying technology has hardly changed since the the days of XT computers, nothing really "modern" about it. You won't find any more modern fancy components in newer PSU's.

It is not a myth. In older/cheaper units the same transformer is used to provide power for both rails - 3.3/5V and 12V. The load on those 2 rails had to be balanced. Otherwise the voltage regulator could not guarantee that the voltage would to stay within the standard limits for both rails. People were not in any real danger but devices connected to such supplies were. Modern power supplies (but the cheapest ones you don't want to use anyway) do not have this problem anymore.