Alright, so I'll start by saying I have some background in this. I'm an Avionics tech (airplane electrician), so I've been taught how to avoid ESD when handling components.
However, the general rule I'm hearing around forums and from tech tubers is -
1. Use a grounded wrist strap,
2. If you don't have one touch a plugged in power supply every now again.
I see why people say this, but it's not necessarily the best advice to give. From my understanding, anti-static bags and anti-static mats both have the purpose of slowly discharging current. The mats in particular are supposed to be cleaned regularly with particular types of cleaner to make sure the slightly conductive coating continues to work properly. A lot of mats have a snap-on button for connecting your wrist strap to as well, and then the mat itself is grounded.
The key for all of this, is having a method of slowly and safely discharging voltage. Simply tethering yourself to a ground, might only not be effective, but might actually cause damage. The weird reason why ESD damage is rare, is because most people when opening a new PC component, probably handle the anti-static bag it comes in for some amount of time before touching the component, therefor equalizing potential. I bet however, that ESD damage to PC components are more common when handling components already installed in a running PC, because no effort is made to bond the case ground to the person touching the components inside. I think it's important for people to keep in mind that case ground, component ground and your personal ground should all be bonded together and connected to real ground through a material that discharges the static slowly. Some anti-static equipment does have resistors which achieve the same effect.
Thoughts on this? Just think over-simplification of any technical discussion can lead to problems.