I do a lot of safety testing putting stuff into very unsafe conditions, so it's gotten ingrained into me to always check for voltage with a DMM before I touch anything. Bad electrical design and leakage current testing can make for a nice hot metal enclosure. Some of the stuff we test requires 480Vac 60A service, so screwing around with things isn't a good idea. Another test setup we have is 24Vdc at about 1200A, and that'll melt stuff really quick. Learning to be careful is the first month of training here.
That said, not too long after I started doing testing, I was working on one of the environmental chambers in the lab, and grabbed a 240Vac terminal that was supposed to have been off. Got a nice little zap out of that one. Learned my lesson and I make sure to double-check the mains disconnect being off with a DMM.
I've also had the misfortune of bumping a big metal box right after we did ESD testing on it, and got a nice shock from residual 10,000 volts. Couldn't feel my arm for about 5 hours with that one.