Not usually
I usually don't, but that's because I'm working on equipment that I'm prepared to break. I always disassemble devices in a way that I hope lets me put them back together. In fact, I've only "broken" two devices--an iPod Touch and the Nintendo 3DS.
That said, I would always were an antistatic wrist strap or use an antistatic mat if I was working on a customer's device. And as coincidence would have it, I placed an antistatic mat on my work surface this morning.