Always discharge yourself in a way that will cause any electrostatic discharge to pass through something other than the component. Before you remove the chip from the bag, touch a large piece of metal. Before you pick the chip up from the table, touch the table top. Before you hand a component to someone else or receive a component from someone else, touch that person's hand with your hand. The whole idea is that you want any difference in built-up charge to equalize through a route that will not take it through the component (where it might destroy some fragile connection). If you just hand a component straight to someone else and that person has a different level of built-up charge than you do, charge will flow from you to him (or vice versa) through the component, which is potentially bad.
If you live in an area with high humidity, ESD probably won't be such a big issue. If instead you live in a dry climate, ESD will be much more common.
- Ben