what mistakes do you have to make to get a shock while mig welding?
The business end of the welder runs at about 15 volts, although according to the internet it is possible to get an electric shock if you are wet, although this seems to more a problem with arc welders rather than MIG (possibly changing sticks while the welder is still live).
It's worth paying attention to the mains voltage at the other end - that justs needs a little water or sharp metal around the place to be risky. RCDs and trip switches in the garage are good idea.
Here's a link: http://www.msha.gov/Accident_Prevention/Tips/shock.pdf
With a MIG that should boil down to not pulling the trigger while holding the electrode if your body is making electrical contact with the earth. Especially when it's raining.
Wet gloves wont do anything for you....
More for TIG users- check your earth is on what your about to weld. If you are holding something to tack, and leaning against the earthed bench (?) the HF will find it way through 2/3 layers and use you as an earth. A nice whack and possibly a small sore bit!
Separate names with a comma.