Yep dry human skin is a decent insulator. Now on the other hand, if you had open wounds, or a a metal pin sticking under the skin of each hand, I would imagine the resistance could be greatly reduced, since blood is an electrolyte. In a case like that, I imagine it wouldn't take much voltage to kill you. I never tried measuring the resistance like that though, hah.
I'm not sure exactly, but I think I remember hearing that 30ma can be enough to kill. I might be way off here, it was many beers ago.
Also, a good safety precaution is to keep one hand in your pocket or behind your back if you are working around high voltage. This is so that in the event of a shock, you are not creating a circuit path that goes from one hand to the other, passing directly through your heart on the way. Of course you could still die depending on the circumstances, but it keeps the odds slightly more in your favor.
Ohm's law by the way, since you don't seem too familiar with it:
I = V / R
V = I * R
R = V / I
Depending on what you are solving for. Where V = Voltage, I = current in Amps, and R is resisitance in Ohms.