Log the buggers...the Exception Management Application Block is a godsend for this!
On the web, I'd rather log an exception and degrade gracefully than show the user some useless error page (they'll probably never come back). So if I can with, for instance, user controls, I catch the exception in my BaseControl (which is a descendant of UserControl), log it and set the control's visibility to 'false' - that way, though that element way be invisible, the whole page isn't broken...have to be sensible about it though :-)