Shocks from your equipment can be irritating, painful and dangerous. Older amps use 2-wire plugs (Hot-Neutral) with the Neutral tied to the chassis for safety. The plugs are not polarized (one blade of the plug is wider than the other) so that you can turn the plug over in the socket. This is fine unless you touch another piece of gear that has the plug reversed in the socket. In relation to your equipment, the other equipment has a voltage difference than can cause a shock. The entire scenario is complicated further because the gear may be plugged into different circuits, and those circuits may be miswired or wired using another "phase" of electrical power.
Most new amplifiers use 3-wire plugs (Hot-Neutral- Ground) for the AC input. This is much safer. If your amp has a 2-wire plug, you should have it replaced with a 3-wire plug by a technician. You can check the electricity at your gig/home by buying a circuit tester (you can find them at Radio Shack, catalog # 22-101 for $5.99 or at an electrical parts store). The circuit tester is a 3-prong plug with lights that show correctly wired circuits or faulty circuits. Some may consider this overkill, but it can save your amplifier (and maybe you).
I have been playing for a long time and used to receive shocks regularly until I replaced the 2-wire cord on my Super Reverb with a 3-wire cord.