This is a good thread to have up. Curious people really need to know things like this!
There was a recent incident where a young kid killed himself by opening up an unplugged but still charged PSU.
On the inverse, I had a good friend split open an old 380w PSU that stopped working. He unplugged it, held down the power button for 10 seconds, then popped it open, attempting to find any issues within.
Needless to say, he was lucky enough that I entered the room, because he was on the ground, turning blue. While easily revived, he had induced a terrible case of heart arrhythmia, and spent a few days in the hospital. It is worth noting he remembers being shocked while holding the side of his {metal} desk, so he got fried through and through.
I've serviced two power supplies in my life, and I use a resistor to discharge caps. I would never reccomend anybody split one open, there's just too much risk here