Is there any way to find out what exceptions might be thrown by any method in .NET code? Ideally I want to see what might be thrown and choose which ones I want to handle. I
.NET does not have enforced ("checked") exceptions like java. The intellisense might show this information, if the developer has added a /// block - but ultimately more exceptions can happen than you expect (OutOfMemoryException, ThreadAbortException, TypeLoadException, etc can all happen fairly unpredictably).
In general, you should have an idea of what things are likely to go wrong, and which ones you can actually do something useful about. In most cases, the correct behaviour is to let the exception bubble up (just running any "finally" code to release resources).
Eric Lippert has a good blog on this subject here.