I know that at() is slower than [] because of its boundary checking, which is also discussed in similar questions like C++ Vector at/[] operator sp
I'd say the exceptions that vector::at() throws aren't really intended to be caught by the immediately surrounding code. They are mainly useful for catching bugs in your code. If you need to bounds-check at runtime because e.g. the index comes from user input, you're indeed best off with an if statement. So in summary, design your code with the intention that vector::at() will never throw an exception, so that if it does, and your program aborts, it's a sign of a bug. (just like an assert())