My current setup uses a few cheater plugs. Had no problem, even outdoor. I remember the electrician told me that my whole house is grounded from the main power circuit but I could be wrong. Guess I'll go with Woods 50001
In a residential setting the ground isn't very important if the circuit is not a GFCI circuit. If the device is on a GFCI and is not grounded, it will never trip the GFCI, which isn't safe and defeats the purpose of a GFCI.
If there isn't a GFCI, the 3rd ground lug is redundant. If you ever look inside your main electrical panel, the "neutral" (white) wire and "ground" (green) wire are both grounded to the same grounding strip. I'm not saying the green ground wire doesn't serve a purpose, but its really just a backup ground to the neutral wire.
Your house isn't grounded because that's not required in residential electrical code, and 99.9% of houses aren't made of metal, and thus can't be grounded.
In a commercial setting all of this changes. The buildings are typically metal, are grounded, and all electrical pathways are grounded as well, with the neutral wire not always being grounded, and the ground wire always grounding to the metal building structure.
TL;DR.... if something in your house isn't plugged into a GFCI circuit, the 3rd ground wire is not very important.