I am switching from plain mysql in php to PDO and I have noticed that the common way to test for errors is using a try / catch combination instead of if / else combinations.
@Perchik:
My general philosophy of error handling:
You should use if / else to handle all cases you expect. You should not use try {} catch {} to handle everything (in most cases) because a useful Exception could be raised and you can learn about the presence of a bug from it. You should use try {} catch {} in situations where you suspect something can/will go wrong and you don't want it to bring down the whole system, like network timeout/file system access problems, files doesn't exist, etc.
Vexing exceptions