Wow, I never thought this question would generate answers like this.
First, I have to say I assumed it to be a capacitor. It doesn't feel like any static shock I've ever gotten (I've gotten some real doozies off sandblasters), rather just like touching a hot 110 volt wire, complete with the tingling in the muscles. There's also no spark or "click" like static generates.
Does every light do the same thing? I can't say all of them for sure, but it is more than just one. I don't feel like being a human volt meter, so I'm not going to go grab all the plugs to find out.
Are they made in China? Of course, isn't everything? I have about half a dozen of these, all the cheapest you can get at the BORGs. I've tried the higher-dollar lights, and one of them gave off such a fireworks show I didn't think I'd get it unplugged before it started a fire! The other one worked for about a year and now it just goes off after about 15 minutes. It has to be unplugged for 10 minutes or so to re-light, then just does the same thing. The cheap ones at least work. I've also tried the hard-wired type, but replacing ballasts is more maintainence than replacing these, plus more expensive.
So far though, it sounds like I'm the only one experiencing this. I'll try to tag any that do give me a jolt and see if there's some common thread. If so, I'll try to determine which kind they are and avoid them in the future.
One other question, if they are holding voltage, wouldn't that light an incandescent bulb on the same outlet for a short time after the switch was off? For that matter, would it make a difference if I simply unplug the light verses turning off the circuit before unplugging it? I'll have to try to keep that in mind.
Thanks for all the brain power. Some of you really, REALLY know your stuff about electrical matters.
Greg