I would always recommend that anyone working inside a PC get themselves a proper ESD (electro-static discharge) strap and use it. These straps protect the delicate components inside a PC from being zapped by the hundreds or even thousands of volts of static charger that the human body can carry around with it. These straps safely discharge the charge to a grounding point.
However, some people have mentioned to me making their own ESD straps. On the face of it is seems like a good idea but it isn't and the reason why isn't made clear enough.
See, the problem comes from the danger of electric shock. If you are wearing a strap that grounds you to discharge static charge then that ground can work both ways - and help ground electricity as well as static charge. So, if you accidentally touched something live when working on a PC (always take care to make sure that the power is off!) the grounding strap will also ground this power straight through YOU in the middle. An electric shock has the potential to be far more lethal if the person receiving the shock is well grounded.
How do good ESD straps avoid this? They have a resistor built in (usually 1 million ohms, called 1 megaohm) that allows static charge to be dissipated but which offers the wearer some protection against grounding a lethal charge (don't let this make you sloppy with checking that the juice to the device is off before working on it though!).
When buying an ESD strap look for mention of a 1 megaohm resistor. There are plenty of good straps available for a few dollars/pounds so get a good one - it could save your life one day!