Thanks Owen, I needed to hear that. I'm curious now, what is the proper way to report unforeseen exceptions that end users may experience?
I would also like to say that while its *possible* you could corrupt a database, explode a monitor, or launch a missile by msgboxing a caught exception *gasp*, it's highly unlikely in this context (debugging) and is a common "mistake" found everywhere, including autodesk university examples, these forums, google etc. I've never seen AutoCAD handle any exceptions on it's own, and have not had any problems with it in many thousands of lines of code.
Immediately ceasing execution as you suggested could also directly or indirectly cause a database to be corrupted or a missile to be unintentionally launched. The only bullet proof method is to be omniscient and handle everything.
Using your cellphone could give you brain cancer.