Basically, the question is: Do the Exceptions in C# affect the performance a lot? Is it better to avoid Exceptions rethrow? If i generate an exception in my code, does it a
Microsoft's Design Guidelines for Developing Class Libraries is a very valuable resource. Here is a relevant article:
Exceptions and Performance
I would also recommend the Framework Design Guidelines book from Microsoft Press. It has a lot of the information from the Design Guidelines link, but it is annotated by people with MS, and Anders Hejlsberg, himself. It gives a lot of insight into the "why" and "how" of the way things are.