I\'ve inherited a large VB6 app at my current workplace. I\'m kinda learning VB6 on the job and there are a number of problems I\'m having. The major issue at the moment is
Using the error handler to catch cases when the key does not exists in the Collection can make debugging with "break on all errors" option quite annoying. To avoid unwanted errors I quite often create a class which has the stored objects in a Collection and all keys in a Dictionary. Dictionary has exists(key) -function so I can call that before trying to get an object from the collection. You can only store strings in a Dictionary, so a Collection is still needed if you need to store objects.
While looking for a function like this i designed it as following. This should work with objects and non-objects without assigning new variables.
Public Function Exists(ByRef Col As Collection, ByVal Key) As Boolean
    On Error GoTo KeyError
    If Not Col(Key) Is Nothing Then
        Exists = True
    Else
        Exists = False
    End If
    Exit Function
KeyError:
    Err.Clear
    Exists = False
End Function
see http://www.visualbasic.happycodings.com/Other/code10.html the implementation here has the advantage of also optionally returning the found element, and works with object/native types (according to the comments).
reproduced here since the link is no longer available:
Determine if an item exists in a collection
The following code shows you how to determine if an item exists within a collection.
Option Explicit
'Purpose     :  Determines if an item already exists in a collection
'Inputs      :  oCollection         The collection to test for the existance of the item
'               vIndex              The index of the item.
'               [vItem]             See Outputs
'Outputs     :  Returns True if the item already exists in the collection.
'               [vItem] The value of the item, if it exists, else returns "empty".
'Notes       :
'Example     :
Function CollectionItemExists(vIndex As Variant, oCollection As Collection, Optional vItem As Variant) As Boolean
    On Error GoTo ErrNotExist
    'Clear output result
    If IsObject(vItem) Then
        Set vItem = Nothing
    Else
        vItem = Empty
    End If
    If VarType(vIndex) = vbString Then
        'Test if item exists
        If VarType(oCollection.Item(CStr(vIndex))) = vbObject Then
            'Return an object
            Set vItem = oCollection.Item(CStr(vIndex))
        Else
            'Return an standard variable
            vItem = oCollection.Item(CStr(vIndex))
        End If
    Else
        'Test if item exists
        If VarType(oCollection.Item(Int(vIndex))) = vbObject Then
            'Return an object
            Set vItem = oCollection.Item(Int(vIndex))
        Else
            'Return an standard variable
            vItem = oCollection.Item(Int(vIndex))
        End If
    End If
    'Return success
    CollectionItemExists = True
    Exit Function
ErrNotExist:
    CollectionItemExists = False
    On Error GoTo 0
End Function
'Demonstration routine
Sub Test()
    Dim oColl As New Collection, oValue As Variant
    oColl.Add "red1", "KEYA"
    oColl.Add "red2", "KEYB"
    'Return the two items in the collection
    Debug.Print CollectionItemExists("KEYA", oColl, oValue)
    Debug.Print "Returned: " & oValue
    Debug.Print "-----------"
    Debug.Print CollectionItemExists(2, oColl, oValue)
    Debug.Print "Returned: " & oValue
    'Should fail
    Debug.Print CollectionItemExists("KEYC", oColl, oValue)
    Debug.Print "Returned: " & oValue
    Set oColl = Nothing
End Sub