I get this question quite often, and I always ask people to clarify why they are concerned that this might be a problem. They usually tell me that they heard from someone else or saw a television show that talks about "putting dogs in their place" or making sure dogs do not become the "alpha" in the house.
Dog Training Blog
There are a lot of misconceptions about playing tug with your dog. In my experience, (and lots of other trainers I respect) as long as you teach your dog some ground rules, tug is a great way to condition your dog to have a soft mouth as well as providing your dog exercise.
There are so many dog training myths perpetuated by old school techniques, bad trainers, or trainers that do not give their clients the benefit of the doubt and "dumb down" everything into simple sound bites.