Marshall
DO NOT touch anything inside
your amp chassis before doing this!
In your amplifier the filter capacitors
(the large cans that stick on top of the chassis, sometimes
the preamp one is board mounted) store voltages long after
use, so this voltage needs to be drained, if not it can
KILL.

This diagram shows the first
preamp tube in a Marshall Plexi, in a normal Marshall Plexi
it's the one closest to the side edge of the chassis, and
furthest from the power tubes.
Start by connecting an
insulated crocodile clip to pin 1 of the tube socket,
denoted by the grey line on the diagram. Connect the other end
to a suitable grounding point, which in this case will be the
chassis. The voltage should drain in around a minute, but most
people prefer to leave the crocodile clip connected to ground,
as capacitors can re-grow voltage (like batteries)! Make sure
you check that there's no/negligible voltage left before you
get to work on the amp.
Never short out the filter capacitors directly.
- Richard Baines