Well capacitors are somewhat like small rechargeable batteries that can put almost all their power behind a discharge. The capacity is rated in Farads, or usually MicroFarads (uF), NanoFarads (nF) and PicoFarads (pF).
I doubt nF and pF will hold anything long enough to hurt you if the device has been off for a while.
If you're in doubt, usually a screwdriver across the terminals is a good way to discharge. Be warned though that sometimes a capacitor will cause the screwdriver to stick because capacitors can put a lot of Amps behind their discharge. The more farads, the longer they will hold a charge and the more energy will be behind the discharge.
Whenever working with higher voltage, do not put yourself in a situation were electricity could go through one arm and out the other. That's how you can get killed, so keep an arm behind your back.
In this video a 2.7 volt 2600 Farad capacitor is used to do some welding.