Re: GAH!!!! I can NOT ground them darn miniswitches...
Depends on the guitar. On a Tele, that has a metal plate, I attach a star washer under either switch or a pot. I then solder all my wires to that. On a Strat, I just use the ground lug of the output jack. I've never done any other type.
There is one exception to my "rule". If I'm doing some wiring for someone else, I tend to follow "conventional" practices because its their guitar. For example, I soldered to the back of the pots for the wiring I did for a forum bro awhile back. Of course, I then tested it to make sure nothing was "cooked".