Not quite an electric shock but my teacher wanted me to touch the end of some massive capacitors to check to check that they weren't charged. I knew they wouldn't have been charged, but they are big, and you never know, so I was a little hesitant to touch it.

He did then go on to demonstrate charging a 65000 microfarad capacitor with 30volts and then shorting the two terminals together. There was a very large spark and a bang. He did touch the terminals with his finger but that wasn't a good enough conductor. Then he got a smaller 100microfarad capacitor and connected it the wrong way round to demonstrate how they blow up. Luckily he put it in a cardboard box as there was a very loud bang and lots of smoke.