Thousands of dollars ?! Wow! That must be some high-end build.
Most folks will recommend using an anti-static strap to avoid ESD damage to delicate components when assembling. I usually just mount the PSU first, plug it in, be sure it's off, and touch some metal on the case occasionally to discharge any static I may have built up moving around. However, If you do go with the wrist strap, you may find it more convenient to strap it to your bare ankle than your wrist. Not always in the way like that. But that will depend on the surface you are building on. The cable may not be long enough.
I always breadboard the components outside the case on a bench first and mekas sure evrything works before assembling in the case. That way, if you have a bad component, you can isolate it easier and not have to tear everything apart in the case.
Did you have any specific issues in mind? Kind of hard to guess what you already know and what you don't.