Here\'s a standard scenario:
if(string.IsNullOrEmpty(Configuration.AppSettings[\"foobar\"]))
throw new SomeStandardException(\"Application not configured
My general rule would be:
If the case of the missing configuration is not very common and I believe I would never want to handle this case differently than other exceptions, I just use the basic "Exception" class with an appropriate message:
throw new Exception("my message here")
If I do want, or think there's a high probability I would want to handle this case in a different manner than most other exceptions, I would roll my own type as people have already suggested here.