If it gives you piece of mind you can, but I'd rather have a better grip on screws. Just touch the power supply and you'll be fine.It's not essential but you might want to buy either an anti-static mat with ground clip (less than £10/$10 on Ebay) or anti-static gloves (£2/$3) to guard against ESD when actually in the process of building your PC. I used both when putting mine together and while that may be OTT, it's a nice feeling handling your shiny new components in a pair of white mittens, and to look extra geeky in front of your girlfriend/wife
Depending on the case you may need some PC screwdrivers and basic hand tools, which you can also get cheap on Ebay. I bought a set but didn't need to use a single thing in there as it turns out my case (Air 540) features completely 'tool-free' assembly.
No problems working on hundreds of computers without protection except killing my own CPU by flipping it around in hand (whoops)