Re: how important is an anti-static wrist strap?
I'm an amateur builder, (I've built 5 computers) and have never used the strap. I've never had any problems with static damaging components, but then I'm very careful too.
Try to avoid static in the first place.
1) Don't work on a carpeted flooring.
2) Keep all components in anti-static bags until you're ready to install them.
3) Whenever you are working inside a case, unplug the power cord from the back of the computer first.
4) Keep yourself grounded to the metal case at all times. Discharge any static built up into the metal case before touching any components and keep one hand on the case while you use the other to install components. If you have to use both hands, keep your forearms resting against the case to keep yourself grounded.
These are a just a few tips I can think of off the top of my head. If anybody thinks of something I forgot, feel free to add your input.
Xion XON-180 Case
OCZ ModXStream 600w 50A on +12V
ASUS M5A99FX Pro R2.0 AM3+ mobo
AMD FX-4170 Zambezi 4.2GHz [stock heatsink]
2 x 4Gb DDR3 1866 G.Skill Sniper RAM
Corsair GT 60Gb SATA3 SSD
Evga GTX 465 GPU
Windows 7 Premium