A mag can't shock you unless you're touching the transformer (coil) output. A Super-Mag, Sprintmag or Pro-mag has to be connected to the coil to make juice that would hurt. The mag's primary output at the harness (when rotated by hand) can barely be felt.
If it's a Vertex mag with the coil inside ("OAC" type), then yes...if the cap is off and you touch that secondary lead sticking straight out and turn the mag, it will bite you.
You do have to be alert when buzzing in a Vertex...in the process of positioning things, holding back pressure on the rotor and rotating the mag body in the engine you might get a jolt if you're touching that lead poking out. You can put an alligator clip on that lead and ground it to the top edge of the mag to prevent getting shocked. The mag will still buzz in fine with the secondary shorted to ground.
Spud