My grounding scheme is that all of my ham radio equipment is grounded to a common tie-in point. From the tie-in point the common-point ground goes under the house and then outdoors to an 8' copper-clad ground rod.
The interesting thing is that both the ground rod and the household grounding are at the same potential -- however, the radio equipment is separate from the house grounding.
The Radio Shack anti-static mat and wrist strap says on its instructions that you should plug the strap into the mat and then plug the mat "to any available ground." Its next helpful instruction goes on to say, "Or, you can remove the alligator clip and plug the grounding cord's banana plug into the round ground hole on a standard AC outlet."
I have used both grounding methods and have have never suffered any shock. The thing is that you are THE "end of the wire" holding/carrying a possible negative charge needing to go someplace, thus to ground. IF you have your computer still plugged in, or my ham radio equipment, or whatever you are working on -- still plugged in -- THEN YOU COULD BE ELECTROCUTED, completing an unknown circuit!!