I did some research on grounding. Lightning is a non-issue in attic. Static building up in the coax is a maybe-issue, at least with longer lengths, but mine is moderate at 25ft. RF grounding improves signal for some people, if only for marginal stations (none of which I really care for, I think).
I am not planning on grounding anything yet, but then again I don't know if that breaking a law or what not. Feel free to talk me into grounding, if you want to.