But don't ignore the danger of a burn simply because there's no real risk of electrocution. Unless something in the battery breaks first a 9 V voltage more than capable of turning a wire red hot, and that will give a nasty burn if you're unlucky enough to have that wire on you.
Anyone tinkering with NiCd/NiMh battery packs of the type that's used for high power headlights really needs to take this into consideration. Lead cells, if anyone is still using them, are equally capable of creating an impressive short.