Rule of Thumb When a Bleeder Resistor is Advisable
They used to be used on huge computer power supply capacitors (the size of a pop/soda/beer can and up). 

Just roughly I would not worry too much about it for normal capacitors until the stored energy gets well up into the joules (1J = 1W-s) and the fault current is high (at least tens of amperes).

Much smaller amounts of energy can cause electrical damage, and we don't generally worry about that, so the main concern is heating and welding (and possibly damaging the capacitor itself). 

There is a similar concern with batteries- especially those which can supply enough power to cause internal or external heating that results in welding, dangerous temperatures or explosion of the battery.