Static is VERY dangerous for sensitive components like memory chips for one very simple reason: Voltage.
Normal operating voltage for RAM is around the 2v mark. Although static is very low current, its voltage can run into thousands of volts. This voltage is enough to break tracks inside the chips, which is only noticeable with an X-ray machine.
Yes, certain components are more susceptible than others... RAM with a heatsink over it will help ground it/protect it, as the heatsink isn't touching any pins.
Be careful not to touch processor pins, as CPUs use lower voltages than memory, and are therefore more susceptible to static.
Static builds up over time. If you kneel by the PC/sit/stand if its on a desk or whatever.. earth yourself and then don't shuffle around, then you'll be fine.