I had the same worries and have done a ton of research on what the easiest and best way to attach the clip. When I built my computer (first build 1 month ago with no problems) I stood barefoot on wooden floor working on wooden desk. I made sure the humidity wasn't too low. I started by attaching psu and then plugged it into a connector with power switch off on connector and psu. I plugged the connector into a grounded outlet. I attached the alegator clip to one of the screws of the psu which attaches it to the case. I then attached CPU and ram to motherboard and put it in the case. I then put in the ssd and hdd. I then unplugged the power supply from the socket and kept the alegator clip on the screw. I then started connecting all power connectors, gpu and cooler. I closed case and took off alegator clip. Then booted it up and all was good. I was also carefully not to move around much and tried to touch a metal object just to be safe. Also be very careful when handling esd damagable components, handle on edges of CPU, ram, graphics, etc and keep components in their esd bags untilled they are needed. Also the tops of esd bags are NOT antistatic only the inside is. I used the cardboard box of motherboard when installing CPU and ram. If you follow this I can almost guarantee you will have no esd problems. Good luck and have fun!
Recap: Connect clip to psu screw and plug psu into the wall only if nothing is connected!!! If you are working with psu connectors DO NOT HAVE POWER SUPPLY PLUGGED IN. Only if working on disconnected motherboard, installing ram, CPU, etc. If you are working with connectors then just attach yourself to the case or a grounded metal object. You will likely not case any esd damage while you are plugging all the connectors into the motherboard and harddrives anyways.
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