I've had a nasty shock from grounding a capacitor in a modern stereo through my hand. Of course, I've also had far worse from straight 110v wall current (don't go there). Like anything else, be careful - just like not working on a vehicle until it is properly supported on jack stands.
KK, I plan to expire at a ripe old age - in 26+ years I've had enough close scrapes to convince me that it just isn't my time to bite the big one.