I believe it was a standalone, but possibly 2 books. The main character was a female. The mages in the story exploded when they died unless they were completely drained of power first. They could be drained by making a small cut and then the other mage touching the cut and draining them (to the extent it would kill them). A large portion of the book was main character's training to use magic at a school where thy would basically put up magical shields and duel each other. I believe I read it in late 90's to early 2000.
Trudi Canavan The Black Magician Trilogy published between 2001 and 2003.
Magicians were able to drain magical power from other magicians through a cut using black magic, they could be drained to death.
I don't remember any of them exploding though Cat'r'pillar informs me they do if they still have power and this rings a faint bell now its been mentioned.
The books follow Sonea a young girl who learns she has magical ability as she is trained in the arts of magic. A lot of dueling, throwing magic at the shields goes on during her training.
She ends up falling in love with the with a fellow magician who teaches her Black Magic.