Hi, RedFuse sounds a little dangerous already 
It takes about 60 volts to cause an obvious feeling on bare skin, maybe less if the contacts are, say, 2 cm apart. I think all you need is a small inductor, such as the primary of a small audio transformer, or a small inductor from a switch mode power supply.. Hmmm. This is a small current, traveling through skin on an extremity, not through the chest, and would not be dangerous.
The idea is simple: it's a "Boost Converter" often used in power supplies. See: Boost converter - Wikipedia
I think all you'd need is the inductor and a small transistor to act as the switch. If you pulsed it with Arduino for maybe 10 cycles at 50 Hz it would be an obvious signal. You can put a resistor in series with the inductor to control the voltage to something noticeable but not uncomfortable.
How often does this signal need to be made? What is going on for the user here?? Is it something like a heart rate monitor??