What is more dangerous is sitting in the car while fueling, then getting back out. During cold dry conditions, for those of you who live in areas where there is real winter, it is easy to build a static charge which can be an ignition source.
Years ago, the San Antonio Fire Department did a demonstration for KSAT television news on an unusually cold day where a fireman caused a static discharge near the filler inlet while fueling. Vapors ignited. If left alone, the vapors will eventually extinguish. What some people do however is remove the filler nozzle - when gasoline is still flowing - and things can go very wrong quickly. If you absolutely have to go back in the car when fueling (not recommended, regardless of how cold it is), touch metal after you get out of the car, but still some distance from the filler in order to discharge any static electricity.
Absolutely true. As one who has worked around electronics all my life, often in low-humidity, static-prone environments, I'm always grounding myself -- it's pure force of habit now -- plus wearing all-cotton clothes as much as possible, and non-insulating (e.g. leather) shoes.
On those rare occasions when I have to get back into the car while the pump is running, I ground myself not only to the car chassis, but also to the metal frame of the gas pump box (NOT the nozzle). I figure that while the car frame is the most likely point for a static spark to jump, the car frame is insulated from the true ground (by the rubber tires), so it's not a bad idea to ground the car too.
Highway toll collectors used to get static shocks from drivers all the time until they installed grounding wires that brush under each vehicle's chassis as they pull into the toll booth area (or some other means of grounding the vehicle chassis).