There is tremendous variance in the "stinginess" of jellies. Those great big moon jellies can hardly sting at all, and only in the tenderest of places, while a "stinging (sea) nettle" can raise a welt, feel like a hot poker and cause nausea, dizziness or in severe cases even shock. Some sea wasps in the Pacific can kill - and the ones in the Caribbean can make you wish you were dead. The Portugese Man-o-war (a hydroid rather than a "true" jellyfish) is somewhere between the sea nettle and the sea wasp.
The worst I've personally ever felt was a sea nettle across the lip, which I could feel from the top of my head to my toes. I don't recommend it.
When there are jellies in the water it's wise to wear at least a skin and keep your eyes peeled - as others have said, most aren't much beyond a mild irritant, but there are a few that can really get your attention.
There are several pictured in Humann's "Reef Creature Identification" with short remarks on which will pop you, but the most common bad one along the northern Gulf coast - that stinging nettle - isn't in there. There's a fair picture of the Pacific version (sea nettle) in Edmonds' "Dangerous Marine Creatures" - it's a medium sized jellyfish - some 4 to 8 inches across the bell with purplish innards and long tentacles - I've see 'em trailing over ten feet...
Rick
