I handle my parts all the time without static protection. I think it's over-rated. It depends on where you live for one, dry climates tend to produce more static electricity, as water is a natural conductor and vapor in the air helps even out electrons between objects and the ground. Certain types of plastics and metals, like carpet or steel can produce static electricity. Very low charges are natural, even in the air. Generally, if you don't notice yourself getting shocked in your house a lot, all you really have to do is touch your power supply or a metal chair or table. Anything that shocks you when you've built up a static charge can be a grounder and dissipate your static charge. Doorknobs, plumbing, or anything large that is high in iron, like a steel oven is usually something that might shock you and thus, get rid of static buildup. I have a winter coat that is made of nylon or some sort of plastic material that causes me to build up static. Everytime I go to get in the car, which has metal handles, I get shocked. The car itself is on rubber wheels, however, it is grounded by the battery that is connected to the frame, and thus, the door handle. They say your power supply also has natural grounding abilities. I usually touch my dining room wire table and chairs, and then the powersupply just to be sure. Certain paints can block static, particularly rubberized and plastic paints. Latex paints "never really cure (dry)" as they are based on water but your PSU is probably an oil-based enamel finish. Still, if the paint is thin or has metal in it you might still be grounded just by touching it. If you touch the grounding connector part of your PSU, inside where the plug connects, you are sure to have been grounded. Safe computer building requires you to unplug your PSU anyway.
During the winter, when it is especially dry here in Michigan, I take extra precaution, but during the summer when it's humid I'm not quite as anal about static electricity.