there is a "suction cup" looking thing on the tube... If you take a screw driver and pop that out with a screw driver, you are effectively shorting it, and you should be fine from that point on. I have taken apart at least 100 of those things, and for most of them, I don't even do it. Its nothing to worry about unless you are pulling apart a crt that has been just been on.
Most capacitors should just go in the shred pile. I think most of them are aluminum, but they are filled with oil, called a "dielectric", and that oil makes up most of their weight. If you want, you can try selling the big ones (like what I talk about below) on Ebay, but that market is already flooded with them.
If have ever taken apart a microwave, there is also a BIG capacitor in there (as well as a BIG transformer). There is just as much of a possibility of electrocuting yourself from scrapping out a microwave as there is when scrapping out a CRT. attached is a picture of the capacitor from a microwave:
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