A lot of the older Gottliebs have the mains wiring going to a transformer BEFORE the power switch! I ended up with a "snake bite" on my left hand one day from accidentally resting it on a live transformer... bloody hurt!
The majority of pinballs do have the power wiring going to the power switch before anywhere else, so you are usually fine - but always a good idea to unplug it just in case.
If you are working on it with the power on, don't lean on the side rails and touch a coil - you will get a bit of a shock... only about 70Vdc though.