The best thing to do is build on a non conductive surface like a glass table top or wooden floor. Avoid wearing static clothing like polyester and really fluffy socks. As for grounding yourself, install the power supply first, plug the power cable into the power supply and connect to it an outlet in your home. Leave it powered off and clip the bracelet to the side of your case and attach the wrist strap to yourself. The part that the side panel clips into is the best since the teeth from the bracelet won't scratch anything visible when the computer is assembled. If you aren't paranoid like me, the simplest thing is just building on a non conductive surface, leaving the computer plugged into the wall and powered off, and periodically touching the side of the case to discharge any electricity.
edit: I looked down at my floor and it was dirty, if you do build on the floor make sure it's clean.