The only time I've ever been burned was in the bathroom; my mom had left a curling iron on, and the cord was hanging down. I opened the cupboard below to get something out, and accidentally pulled the curling iron off of the counter. I guess it could've been worse; I only got a minor burn on my wrist.
I also remember a funny time when a friend and I were messing around with bottle rockets. My friend had set one on the ground with the intention of shooting it across the street. It ended up backfiring and catching his shirt on fire. It was pretty funny.