You can discharge any build-up by grounding yourself on the nearest radiator.
Best advice I can think of: Don't directly touch the pins of the CPU. The heat sink may come with pre-applied thermal grease - avoid touching this as well. Avoid directly touching the chips on your DIMMS (memory) too. Handle the edges of DIMM between finger and thumb.
Once you have installed the PSU plug it in (but leave switched off). This will electrically earth the chassis.