Toggle “Break when an exception is thrown.” using macro or keyboard shortcut

Question

Edit: Visual Studio 2015\'s new exception window is so much faster than the old dialog that I no longer care as much about using a keyboard shortcut for i

Answer 1

I have created a free Visual Studio extension that can do that reliably: Exception Breaker.
It uses undocumented IDebugSession2.SetException call that is very fast: all exceptions are set/unset in 20 to 60 milliseconds.