You ought to Earth your setup where possible especially if your product comes with Earth points, it means that the designers think that it is necessary to Earth/or Electrical Regulations demand this. If you can't Earth then ensure you install adequate circuit breakers. It is an issue of personal safety as to why products have an Earth. If you remove this safety element then you increase the potential of having something go wrong that could cause personal injury.

What are your lights? Florecent spirals? They can be used without Earth. This is identifiable by stripping an ordinary desk lamp. There is not 1 Earth connection on any lamps around my house, just live and neutral. If you are using a metal construction then put an Earth strap on it for safety if you removing an Earth connection from elsewhere. Personally I wouldn't bother but I've worked with electrical devices and elecronics for some years now so I ofen made decissions without conciously debating it in my head. *Shruggs*