I was killing some time reading about Darwin awards, when I found this:
(January 2008, Pennsylvania) A 23-year-old man with various body piercings decided to have some fun at work. He wondered, "What it would feel like to connect the electronic control tester to my chest piercings?" Several coworkers tried to convince him that it was a bad idea to wire himself up to the electronic device, but he ignored their pleas.
He proceeded to connect two alligator clips to his metal nipple piercings, one on each side, and hit the test button... His coworkers were still trying to revive him with CPR and rescue breathing when police and rescue personnel arrived. They were not successful.
I also remember reading about someone who killed himself with a 9 V battery. He had used needles, which preforated his skin, creating a galvanic pair in his veins. What he didn't know was that 9 V is really a killing voltage, if you don't have the protecting skin layer. Obviously piercing cuts straight through the insulation. Scary!
Well you got me intrigued, so I googled this: http://www.darwinawards.com/darwin/darwin1999-50.html
Looks like a real case 
It's the CURRENT that kills. If you pierce the skin you get a resistance of almost 0 that with a voltage of 9 volts will induce a BIG current.
I guess when I used to stick my tongue on 9 volt batteries as a kid it was a big idea
Assuming you mean "bad", only because it caused temporary pain. The current will still go pole to pole via the path of least resistance, which in that case is about 1 cm across (the surface of) your tongue. It won't suddenly make a detour through your heart.
which in that case is about 1 cm across (the surface of) your tongue
Most of that current probably goes through the saliva anyway. Putting the poles into your blood vessels has a good chance of producing a least-resistance path along vital organs, say, the heart.