I`m new to SharePoint, so I guess how do I need to handle exceptions? When I write custom code do I have to check for them or maybe, if they are thrown, they automatically g
We allow all our exceptions to bubble up and use a custom HTTP module to handle all exceptions. From here, we log to the ULS logs and also to the trace logs. This is mostly lifted from SharePoint MVP Chris O'brien's Code
We only catch exceptions if we feel we can add extra value to the exception, and then re-throw the error, allowing the http module to pick it up.