The best solution is to wrap the Http service with your own service. For example you create a service called YourHttp. YourHttp should implement the same interface as Http.
Inject Http into YourHttp and have each method, get, post, put.. etc call the http method and then catch and handle any errors.
Now in your components inject YourHttp. For extra credit, configure DI to inject YourHttp when your components are annotated to have Http injected.
Update
Now that there is HttpClient, it is best to use an interceptor.