I have never ever used any protection against static electricity.
I have "built" my own computers since i was a young teen in the 90s and yet never any harm done. I have also picked up hardware at the local scrapyard/electronic rycycling center and even the motherboards i found laying lose in containers and such worked just fine.
I think the risk of static damage is highly exaggerated, but i guess it is never a bad idea to be extra careful with rare or expensive hardware.
I also often find ram and such recycling centers and generally just put them into my pockets without any kind of static bag and yet those ram sticks worked just fine.