i started off touching a radiator pipe - I now use the plugged in PSU method as it's less mileage.
When i did my first build about *cough* 15 *cough* years ago, information on how to do this was very thin on the ground but the one common theme i kept coming across was grounding yourself at regular intervals. During that first 'PII' build i must have got up about 200 times to touch the radiator pipe. I was actually physically knackered after the build as much due to stress and physical exersion.
That build pretty much gave me an ocd condition specific to grounding myself on builds even though i'm actually pretty neutral about the whole grounding issue. It's now become more of a superstitious ritual than a means of dispelling an electrical charge.
I'm sure my wife thinks i'm a loon when she watches me build a pc - i've explained the theory behind it but it doesn't stop you from feeling a numnut as you bend down and touch a radiator pipe for the umpteenth time and then trot back to the table to position a component.
My rigs run on the 'sods-law' principle and as such i try to minimise any possible problems during a build - so if plugging a psu, or touching a rad pipe reduces 'sods-law', no matter how uneccessary it may be, i do it.
Each to his own though - do what works for you.