I had this same issue on my SFII. I replaced the power cord, checked ground and polarity on all outlets. It ended up that the ground braid for the cabinet had become disconnected in a spot that I initially over looked. I would start with the parts that are giving you a shock and work your way back to ensure a good contact with ground.

YeOldPinPlayer could be correct in that there is more than just a ground issue and something could be sending voltage through the ground. In my case, I was getting voltage readings with the game on and off/plugged and unplugged. I am not an electrician or engineer by trade, but I understood the problem to be energy potential built up in the ungrounded parts compared to my body. When I grounded the parts the problem went away.
https://en.m.wikipedia.org/wiki/Floating_ground