A car battery isn´t capable of generating enough voltage to shock you (but the ignition coil can.) It is however capable of generating enormous current and can easily melt things and start fires.
You need to be careful with anywhere that is not fused. That means the battery itself and the starter motor. You should also be careful with electronics.
Circuits like lights and doors are protected by fuses so no real harm should result. If you are working on a part like a door (which contains electric windows, wing mirrors, etc.) and are worried that you could damage a cable and cause a fuse to blow, simply remove the fuse first.
You may find that the wiring loom for the door has a plug on it, though, so you can unplug the cables for the door instead. But the reason for this is more for simplicity of manufacture than repair. (If you are replacing an entire door, try to find one from the with the correct plug on it as manufacturers can change the style from time to time.)