I put mine together in a room with a painted concrete floor and a wooden desk loaded with the tools and parts to put it together and troubleshoot if necessary.
Personally, I just do it on my lap most of the time. If not there, then a surface that won't conduct electrostatic energy such as a leather couch or a birch desk. As the previous poster mentioned, haven't had any problems yet with EMI or anything.
One good thing to get in the habit of is ground youself out to your case before you touch any components inside of it. Also ground yourself out to your case before you touch anything that you are going to put in it.