Grounding is a personal opinion, I think.
My personal dish isn't grounded, unless you count the fact it's actually sitting on the ground.
One thing that someone forget to mention , may not do anything for lightning strikes, but it might help out with static electricity. Wind creates static.
On a side note:
My house down in Texas got struck twice in one night a few years ago. My neighbor witnessed it as he was out in the back alley.
I had a 2m/440 vertical up about 30' on top of the roof, I didn't have it grounded, and she got struck twice in one night.
My dish was located about 2' from the base of the tripod, it fried out my D* Tivo, 1 computer, phone lines, my router, 3 APC UPS backups, and few other things. Yet my actual radio itself still worked.
When I rebuilt my ham shack and stuck about 5 more antennas up top, I grounded the snot out of it with #2 AWG Copper, along with 4 more ground rods. I bonded every single device in the shack to every antenna, computer, you name it I grounded the hell out of it. Custom made copper grounding bar, the room looked like the inside of a breaker panel.
Either way I think it was probably a waste of money, that was more hobby then anything.
Bottomline:
If your going to hit, it's going to take out something. Lightning takes the shortest path to ground.