On my current MBP penryn, no shocks. But on my Powerbook, which died last December, I would constantly get shocked. Not until I took it apart because of a spill did it stop shocking me when I touched it. I think one of the grounding "bumpers" was not touching where it should have.
I am telling you about my powerbook experience with shocking because it is very possible you have the same problem. Though I have no way of confirming this, nor do I believe Apple will do anything. Though it might help to take it in, and see if they can do anything. Maybe mention what I said above, to see if they will take it apart to make sure. Who knows.
Also, as an fyi, I am that person that will get a static shock off anything, and constantly get shocked by my car when I get in it. Where my wife never gets shocked via the same car. I still get shocked by my car, but never by the new MBP.