There is a very useful feature in Visual Studio since I remember. It is accessible through Debug->Exceptions... menu item. It allows you to specify when you want the debugger to break. By default, it is when an exception is unhandled, but to make sure, everything works as expected, I often turn the when thrown option on. This allows me to detect all exceptions that are thrown in my code, even those that I handle but shouldn't.

Normally the Exceptions window looks like this:

But for some unknown reason, mine looked like this:

Notice that there is no User-Unhandled checkbox column. For some reason I just needed to have this column so I went searchin over the internet, and I have found that the reason for not having the checkbox column for User-Unhandled exceptions is the setting I have made in some other part of Visual Studio: Tools->Options...->Debugging->General->Enable Just My Code (Managed Only).

After checking the above mentioned option, the checkbox was back!

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