Grounding it to a wall outlet does nothing; there is a grayish-black coating on the outside bell of the CRT (called Aquadag) and you will notice some type of metal spring or finger touching it - THIS is what you want to ground the wire to.
But even more important the CRT is made of glass and it contains an extremely high vacuum. If it breaks it will implode and glass will go flying everywhere. I strongly recommend at least wearing safety glasses before handling it.
I have been working with CRTs since I was about 10 years old (1970) and the points raised are all very valid. I illustrate the fact that it can be worked on safely - even by a kid - but if you read this and do not feel comfortable with this, please, don't touch it and leave it to qualified personel.
The second anode connection on the side of the bell is the high voltage connection. In ALL cases make sure it is not plugged in! After carefully removing the cover, you should be aware of exactly what you are trying to discharge.
A capacitor is nothing more than two conductors separated by an insulator, so yes, even a line cord or a network cable and a line cord also have capacitance (and inductance, but that is another story).
There are no high voltage capacitors as such - the aquadag coating of the CRT forms a capacitor. The inside of the CRT bell (silver) is one plate, the glass of the CRT is the insulator, or dielectric, and the thick black coating on the outside is the other plate and it is normally grounded, whether you have a TV, monitor, eMac or iMac, regardless of who made it,
There will be something making contact with the outer aquadag - it could be a coil spring, a flat leaf spring, a clamp or some type of metal comtacting it, this is the proper place to ground it. Attach a wite to this point and the other end to a flat blade screwdriver. Work the screwdriver under the lip of the rubber cup on the side, You'll hear a snap and a spark when ot arcs, but go further untierl you actually touch the metal connecton. If you need to disconnect this you can lift the edge of the cup and see how that is done. Usually you push it in slightly and push it to one side and und unhook it. Then touch the button on the side of the CRT with the screwdriver once again, just to make sure,
But that does not eliminate al the dangers! Two other things you need to be aware of. As already stated, the CRT is made of glass and it is fragile. It is under a very high vacuum and if broken it will implode and send broken glass everywhere. If you have to handle the CRT, and / or disconnect the deflection yoke and / or the gun connector, please treat them with care.
So now you have the CRT discharged and safely set aside. All is safe now, right? Not necessarily. Granted, the second anode is the high voltage, but there also is several hundred volts on the electron gun and deflection yoke, with it unplugged you probably won't have any voltage there, but there are capacitors in the power supply, and you could get an unexpected shock. Usually the circuitry will discharge by itself within a half hour, but that depends on the circuit design.
DO NOT try to discharge the CRT to earth ground! You are not completing the circuit and actually creating a more dangerous situation than you started with. The ONLY safe place to discharge it is by electrically connecting the inner and outer aquadag - because that is actually where the voltage is stored.