For us newbies, how about the top three safety tips to avoid a "kiss". I'd rather have mine from my wife...
I would start with appropriate safety gear and dress. Safety gear and dress will protect you both from the heat/sparks, but also protect you from the electricity to some degree. A heavy pair of overalls will be more resistant to electricity than a light cotton T-shirt, so if you do happen to come into contact with something live, you will get less of a zap with the overalls.
Electricity can be thought of like water, flowing to and from ground. Your goal is to avoid becoming a conduit for that electricity. So if you are wearing gloves and you touch the work piece when it is hooked up to ground, the gloves stop the electrical flow and you don't get shocked. If you were not wearing gloves, but were standing on an insulating mat, same deal. Wearing gloves, heavy clothing, and thick-soled shoes will contribute multiple layers of protection. Bear in mind that, in my example, I didn't get even the littlest bit of shock until I put my knee down on the wet ground. The wetness made enough of a conductive path between my skin and the ground to give me a little tingle. But when I was standing up, the insulating property of my boot soles prevented me from feeling anything.
The worst place you can be is between the stinger and the ground clamp. Grab the ground clamp with one bare hand. Grab the bare metal of the stinger in the other hand. Now the welder is going to try to push all of its amperage through your body. Fortunately, it's still a relatively low-voltage circuit, and your body is relatively high-resistance, so your shock will probably not be life-threatening, but most people wouldn't find it pleasant. The way that this may be likely to occur in real life is that you are touching the work piece, connected to the ground clamp, with one bare hand, and you accidentally brush your body with the tip of the electrode somehow. Being still somewhat timid around the welder, I always set down the stinger in a safe location, away from the work piece, before taking off my gloves and doing whatever manipulation I need to do.
The worst shocks are those that cross the heart. For example, when you touch an electric fence with your hand, the shock goes up the arm, down the body, and out one or both of your feet into the ground. By comparison, a shock going from hand to hand crosses the chest and is much more likely to result in a medical emergency. Or so I'm told. Electricians practice the rule of, "Only one hand in the box," meaning that when working with live circuitry, they always keep one hand out of the box, so that if they do get shocked, it goes out their feet and not across their body. Again: the relatively low voltage of welder circuits means that shocks from a welder are less likely to be life threatening, but nothing is out of the question, and I don't know anybody who likes getting shocked on a regular basis.