Should light fixture with outlet be grounded to metal box?
You should ground to the box, the light, and the outlet if they are metal and you are able, i.e. it has a ground wire or ground screw.

There is no harm in pigtailing off a short piece of wire to ground everything you can; it'd be worth it if anything were to ever short out.

And since I'm unsure by your post, I'll clarify this.. just because an outlet has 3 prongs does that mean that it is grounded. You still have to run a ground wire to it to make it grounded. Same concept as that the receptacle wouldn't be powered until a hot wire were ran to it.