It's pretty damn hard to die doing this. Problems come when the current is just right that you can't let go of it or if it passes through the chest. Even then you don't just drop dead.
Due to faulty insulation on a HV transformer I had 30,000 volts run right through me, one arm to the other and it was on so it wasn't a matter of discharging anything. And, actually I had mentioned fixing up the wiring in the shop because it was old, nothing grounded and all that. Because of the lack of an Earth ground it took out the power supply in the shop 2465CT so then, well, I started to fix it but there was never time. I was not going to take it home because - reasons. But whatever voltage it took to fry that power supply was something my physique didn't have to deal with,. A good thing because it was ZAP ZAP ZAP ZAP until I got away from it. Of course this is not something i recommend, it's just that you can have a healthy respect for electricity while not being deathly afraid of it.
Back when there were still tubes in TVs I got hit with a 7,000 volt 20% duty pulse at 15,7 KHz from the cathode of the damper tube. That burnt my finger clean to the bone and cauterized it. No blood at least. Take my word for it - that smarts. Again though, not fatal.
Tube equipment got me again in the form of a guitar amp. And that one was a real bitch. The way it was designed with the circuit board etc. it prevented discharging the main filters. So while lifting the board out of the chassis I got burnt by 400 DC.
I have been shocked pretty good by 120 AC wall voltage. I tell you this - maybe uncomfortable but you REALLY get it when you get up to about 250 volts.
When you think you may touch something with significant voltage on it you don't need your hand in the pocket, or tied behind your back. All you need it to be touching an insulator - if anything.
An isolation transformer won't save you. You can still fry, it's just that you won't fry between the voltage and Earth ground. You have less places to complete the circuit.
Isolation also protects the DUT, especially with an SMPS where there is significant amount of circuitry on the hot side. You want to use a scope on that part you really need the isolation or else when you connect the ground lead of the scope it can blow parts, or maybe the front end of the scope or something.
Do be as cautious as you want to. Just remember it helps alot to know what exactly causes the problem. The rubber gloves might be overkill. There are so many things that only run on 24, 12, 5, 7, whatever volts. Familiarity with the device is the best protection against all mishaps. I've been shocked and not harmed really, but it's not just the shock sometimes. In the TV days I could be carrying a 32" color CRT, if it is charged the shock might cause me to drop the CRT. Even see one of those implode ? You see that and the electricity won't look quite as menacing in and of itself.
As someone said about the CRT anode - why ? There are only a few occasions when you have to disconnect that. If you do though, and the CRT has the typical bayonet (?) type connector and is not glued or gooped just take a grounded (to dag) skinny screwdriver under the rubber. That way not only are you discharging the CRT but also the caps in whatever HV multiplier it may have.
What voltage is dangerous ? Well that depends on the weather for one. Literally, the humidity.
Your skin is porous and absorbs and adsorbs all the time. Its moisture content determines its conductivity. So at a given voltage you get more of a shock at higher humidity. There is a reason most electronics shops have air conditioning. I won't work at a place that doesn't. It is not so much a matter of comfort but there is the humidity, and one drop of sweat can really cause problems in electronics.
You can be shocked with as little as 12 volts. I did, out in the rain messing with the car battery for some reason. It was just wet enough at the time, but usually you won't even feel 12 volts. When it's dry you start feeling it at around 40 volts.
A couple of other things that can be filed, maybe common sense but maybe not. For example the design of your bench. Whatever you sit on should not be high to the point where you have to lean over the work. In case you do get zapped real good you don't want to fall on it. You want to fall away from it. If you have a cement floor, take some visqueen or something to insulate it and then put carpet over that.
And beware of high frequency high voltage AC. Like with my damper tube experience, you don't have to complete the circuit. Your body, even though not grounded, presents an electrical "mass" for lack of a better word. It has capacitance and that is enough to kill. That 7,000 volts hurt like hell but it didn't kill me, or make me disoriented or anything. (that I could tell..:-)
The way I see it, it is a bit like a gun. Say you are out shopping or whatever and someone walks in wearing a gun. You respect it, don't fear it. Logic is on your side. Someone who openly carries in public is not likely to be a menace. Electronics, you know some electronics is designed to have a limited life cycle and i can prove it. However it is not designed to hurt people. When something is dangerous it is usually by necessity. You just can't make a CRT work on 12 volts. (the closest thing to that is a VFD, they emit electrons to phosphors but not a "ray" as in cathode RAY tube) A VFD will work on about 50 volts or less. But look at the thing, the distance the electrons must be propelled is very short.
With experience you instinctively know what is dangerous, and with intelligence you never assume anything is safe. With the right transformers n shit a AA cell can kill you. (did you know that some of the better AA cells can put out 12 amps into a short circuit ?) Batteries are another thing, too much charge or discharge and some can explode. I would rather have an electric shock than have all that stuff all over. And if a CRT is charged and you drop it because it zapped you, the pieces of flying glass are more dangerous than the shock. It is only a small capacitance, it discharges quickly.
Safety in the shop entails alot more than just avoiding electrical shock or damaging ground faults. The layout, the ergonomics. Know why I don't like microwaves over the stove ? I think they're unsafe. If you're frying something and have to reach across it and say it flares up... Same with spice racks, they do not belong there. I've worked in alot of different environments. Machine shops can be really dangerous, both electrically and otherwise. I see these guys on TV using a friggin router and having those big goggles on. Well I have seen a 6" section if a 5" roughing endmill break off and go flying about 20 feet across the shop and embed itself in the cinderblock wall. You tell me what kind of safety equipment can save me from that. If that thing hit anyone they could be killed.
Last but by no means least, if you lack experience don't rush it. Think things through. Some things are incredibly simple, like don't make your bench out of metal.
I have a bit different approach but it is tailored to my ways and the things on which I work. For example I got plugmold. I cut EVERY ground connection between all the outlets. Some may say that is wrong but I got my reasons. I am not saying you should do that, my situation is different. And yes I DO have isolation for when I need it, in fact about 1,500 watts of it. However I do not use it all the time, only when I work on the hot side of a power supply.
Anyway, this is plenty long enough. Use your head, respect, don't fear. Fear can make you nervous and that can make you make mistakes. And go ahead and get shocked. Try 50 volts, of course NOT through the torso. Get the idea what it feels like so if it happens you know it. Like sparring, you get hit, you get used to it. that way you won't panic when it does happen. Experience it when it doesn't really matter.
And yes, I said when, not if. Eventually everybody gets bit. Don't let it kill you.