You are doing one of two things:
1) You are discharging something that is holding a charge - a capacitor, a bank of capacitors, or perhaps a CRT. You are doing this this to eliminate a shock hazard.
2) You are not concerned about a hazard, but you want to protect the circuit from ESD. So you are grounding the anode and keeping it grounded.
In both cases, you want to bring everything to ground.
In general, the negative end of the DC power supply will already be tied to ground.
So you want to bring the positive ends (anodes) to that same voltage level - and perhaps to hold them there.
The procedure for discharging will depend on what voltage and charge might exist at the anode.
I once saw a work training video where the presenter was talking about the need to discharge some electronic devices before handling them. He was standing in front of a power capacitor bank with a screw driver in his hand. When I brought this up with HR, they asked me "then how would you discharge that device?". My response was that it was something that should be done under the guidance of a EE.
In most cases, you will want to discharge the circuit through a resistor - or perhaps through incandescent lamps (they still have such a use).