electric shock while charging

That is what I've heard, I'm in the US, I'm pretty sure I have a UK 3 pronged plug from the world travel set, not sure where, but I know that particular plug didn't have the grounding pin connected.

Incidentally (or not), those plugs were recalled because the grounding pin broke off too easily, and apparently, the revised plugs aren't grounded either. It seems as though the only reason for the ground pin is made of metal is because it isn't as brittle as plastic.

You can tell if a wall adapter plug grounds MacBook/iPad charger fairly easily, I don't think I explained very well, but these pictures should make it clear.

The metal tab/disk/cam in this picture holds the wall plug in place, and is also the AC ground pin. It's coupled with the DC V- and EMI shielding inside the charger.

The grounded extension cord has metal tabs inside the slots that is connected with the ground conductor.

Really though, if it feels stronger than a typical zap from static electricity with sweaters and dry weather, I would take a multimeter to the outlet and measure the voltage across each of the three holes, you should get two measurements of ~240V and the other one should be less than 10V.

"Normal," as in fairly common and innocuous (from a safety standpoint anyway) is probably what they meant. If the electric "shock" you're describing is closer to a buzzing sort of sense of current flowing through your finger, it's been one of Apple's idiosyncratic features as long as they've used metal enclosures and two-pronged power adapters. It's not exclusive to Apple products actually, anything that has a "grounded" metal enclosure but isn't actually grounded can display this phenomenon. If you happen to have a 3-prong grounded extension cable like the ones that come with the MacBook chargers, you could use that to make it go away. Or, try touching one of the screws on a light switch/power outlet, that works too.

This discharge can actually corrosion in the anodized aluminum if you keep touching the same part over and over again, I've seen it happen to the palm rest area in MagSafe MBP's, and while caused by a separate but somewhat similar problem, caused holes to develop in so many of the 1st generation Magic Mice in their aluminum sides/bottom. Don't think it'll be an issue with an iPhone, but if it bothers you, this will fix the issue, though it can't be used with the 5w mini-chargers iPhones come with.

If you mean something like this:

I believe the ground isn't internally connected to anything... It's just there for stability I guess.

If you take the wall plug part of the charger off, you see a metal disk that the slot in the plug mates with, that's the grounding connector. On the stubby plugs, there's nothing inside the plastic slot, it's just plastic.

These have metal tabs along the inside of the slot that grounds the charger. It's bulky and you probably don't need the extra length, but it'll solve the issue.

But the thing is, the "shock" really shouldn't be that bad, I may be misunderstanding but if every time this happens it feels like getting zapped by static electricity in the winter, I would worry that there is something wrong with another appliance on the same circuit, or the wiring not being proper. The electric current you're feeling's due to the voltage difference between neutral and ground which should be a few volts at most, usually not very noticeable and certainly not painful.

Just touch the insides of the metal case occasionally and you will be grounded.