Often in the winter (low humidity), getting up from and sitting down onto the seat at my desk, or taking off a jacket, and such will build up a static electric charge on my body. Sometimes I don't remember to touch a metal object before touching my MacBook Pro, causing me to zap my laptop. Is this likely to cause damage? Should I be very careful to discharge before touching my laptop?
I wouldn't recommend it. I'd try hard to remember to discharge on something more robust first.
The reason you get away with it is that the case acts as a Faraday cage, sending the 'zap' of static charge round the outside of the casing, rather than through the components inside.
This, however, doesn't include the power adapter itself, which is taking the brunt of the power-flow. It will be protected against such, but I wouldn't recommend making a habit of it, it won't survive it forever.
The standard design of any inline or 'wall wart' type power supply is that they are not in fact Earthed [US grounded, though unfortunately that term causes confusion as it appears it can apply to a return path rather than a true earth connected to physical 'dirt'/cold water mains supply etc]
The same type of supply is responsible for the buzz or hum you can sometimes feel when you touch a device powered from this type of power supply - it is leakage of very small quantities of high voltage which the PSU fails to suppress; not in itself dangerous.
In the case of you 'zapping' the computer with built-up static electricity, the charge can actually return down the same path that causes the 'buzz'.
That shouldn't be a problem at all if your MacBook is connected to the power source since it's grounded and by the way I wouldn't consider harmful to touch the MacBook body after being electrically charged even if the MacBook isn't connected to the power source. You have to pay attention only if you're touching directly motherboard components.
My answer is not completely correct. Check the comments