Here's where being a nerd comes in handy. First of all, the earlier replies that say to grab the metal door frame before getting out are right - this is by far the most practical way to prevent the shock. Keep in mind that you need to grab a metal part of the car BEFORE you break contact with the cause of the static buildup (in my case, it's obviously the cloth seat). Otherwise, you'll still get a shock.
IF YOU'VE ALREADY EXITED THE CAR AND YOU KNOW THE SHOCK IS COMING (and you're a big baby), all you need to do is find a piece of metal on your person (coins, house keys, jewelry, switchblade, etc.) and use it as a sort of reverse lightning rod. I find that a house key works well - I just hold it at one end and touch the other end to the inside of the door. The spark jumps from the end of the key to the car, and I don't feel a thing. You can also use this technique to give somebody a static shock that will be completely painless for YOU, but it won't take long for your victim to learn how to retaliate.
IMPORTANT NOTE: Don't use your ignition key for this! I've used it by mistake several times and haven't had any problems yet, but it's possible to fry that little chip with a static discharge (plus you'll have to be sure not to hold onto the plastic part of the key).
2001 Twilight Blue ZX3 - turbo, Quaife, etc.