well i have to say i never take any precautions and have built quite a few pc's taken them apart etc and never hurt anything,
Its possible but so is getting struck by lightning yourself, unless your dressed in your favourite plastic "le coq sportif" trousers and Umbro bin liner top you will be hard pushed to damage you equipment, Lets face it when we have old hardware we treat it like trash, i had a box of old hardware just thrown in there grabbed a old mobo out of it for some one and its rattled around in there for ages with stuff chucked on it etc
But in saying that you can never be to careful with our nice expensive shiny hardware, I have never worn a wrist strap and im not about to start and have never done any damage, but i know some people who panic if they dont have one, pay your money and take your choice