The live bulb-holder terminals in a light fitting with no bulb in have always been a big shocker. I think that is why RCDs are compulsory for lights & sockets in houses now.
Aussie, I always change bulbs with the switch on. That way I know straight away if its going to work or not. Man I'm lazy.
Incidentally, has anyone ever received an elecric shock and tripped the RCD ? What does it feel like ? Does it hurt ? I've never done it.