Yes, I agree getting shocked by the power supply sucks. It probably won't kill you unless your REALY REALY unlikely, but so can breathing. Like if you were breathing and sucked in a june bug by mistake and choked to death.
What I do to try to drain the capacitiers is unplug the cord and then power up the computer. Sometimes it will act like it going to kick in, like the fans will wirl a bit and clunk out after a rotation or something.
Also remember that a modern computer motherboard is ALWAYS going to have 5 volts going thru it even when it is "off" (that's why you ALWAYS unplug the cord when pulling or installing a PCI card for instance.) So leaving the powersupply hooked up for a few minutes after pulling the cord should yank it.
Then that should be as safe as it's going to get.
Just remember that the power supply used in your computer is a "switching" power supply. It's not like a TV were you have the capaciters using in the actual creation of the voltage. (so no gigantic gonna-kill-ya 10,000 million-billion voltage capacitiers that can hold charges for weeks like there is in older TV's)
Instead a computer powersupply uses big mosfets to do the switching and they don't retain any electricity to speak of when they are off.
Then that's DANGEROUS if it's still plugged in because the big heatsinks the transistors are screwed into IS ACTUALLY PART OF THE CURCUIT. They not only provide a way to disperse the heat they are electrically hot in most cases.
So don't be like my dad and leave the case off when it's plugged in. He was replacing a wasted fan and the screwdriver "accidently fell" onto the uncovered powersupply. *POOF*, no more computer.
Dad's fine, the screw driver had a little burnt looking spot for a while till that rubbed off from use, but the power supply and motherboard had seen better days.
Uplug it, try to power up the computer, leave it hooked up to the motherboard for a couple minutes, pay attention to were the screw driver is, and then try not to lick any of the soldiered connections while you have the cover off and you'll be fine.