What you guys/gals are saying is partly true. Remember in this circuit AC current is flowing because of the protection diode over the LED (the led has pulsating DC current through it). So the cap will have AC volts over it. The amount of voltage over the cap will depend where in the cycle you pull the plug. If you pull it on a zero crossing you will of course have no voltage over the cap. If you pull it on one of the peaks, you will have a max -ve or +ve voltage over the cap.
If we do some sums, the peak -ve or +ve voltage over this cap will be about 169v. Looking at the energy stored in the cap, will be about 7mJ
To put this figure in perspective, look at the extract I found on the web for the Taser Police unit.
Taser says the device operates at a fraction of the electricity used to resuscitate heart attack victims -- 1.6 joules is well below the 10 to 50 joule threshold above which cardiac ventricular fibrillation can occur.
. A joule is a unit of energy.
"That amount of energy applied to the chest, probably only a fraction ends up going to the heart," said Dr. Peter Kudenchuk, professor of medicine at the University of Washington.
"Simply the pain created by a shock of 1.6 joules might make the heart rate faster, but I'd be surprised if much of the energy reaches the heart itself," he said. "In terms of causing a cardiac arrest, the risk is probably low."
So 7 milli Joule of energy seems very small (230 times less than a taser).
It is obvious that for large capacitors there's a definite danger and bleeder resistors should be fitted.