ESD is a difficult and 'touchy' subject. People have different conductive properties, some people walk around getting static zaps as they get out of cars, walk up metal staircases, etc etc. Other people go their entire lives without ever getting an accidental static jolt.
Even people that dont get noticable static jolts, can still discharge enough to damage computer componants.
Thing is, the damage caused to componants varies considerably. A small zap may do nothing apparent, but it could reduce the lifespan of the componants (But as most componants can last 10+ years, even if the damage halves the life, most people will replace the parts before they fail anyway). Alternativly it could turn a great overclocking part into an average one. Still works flawlessly at stock speeds, but doesnt clock quite as high as it would have without the damage. Then again it could be 99.999999% stable, but have a very occasional intermittant fault, which could be noticed (IE crash causing), could produce a minor error (an error while gaming might produce a graphics glitch on a single frame, and then disappear again), or it could cause a program to make a miscalculation.. Oh dear your accounts program shows you with 1k more in the bank than you really have.
So often you hear people whining about how bad microsoft programming is, well I've been using windows XP since it was first released and I can count the number of crashes I've had on one hand.
Sometimes you can 'compensate' for damage by overvolting a little. This is very true of DDR memories, a little more power can make a faulty part totally stable.
Touching the metal of your case (while a the PSU is plugged into the mains with the AC power turned off) will considerable reduce the risk of ESD. Wearing a wrist strap is even better.
Im one of the lucky ones, like several on this forum, I seem to get by with just 'casual' ESD precations (touching the psu), I have a friend who can fry computer parts just by looking at them, but using a strap he's fine.
Well, hope I've not scared ya or anything

just be carefull, try not to rub anything, natural fibre clothes are generally better than synthetics, and keep touching that PSU you'll most likely be fine.