Assuming that one event has multiple handlers, if any of event handlers throw an exception then the remaining handlers are not executed.
Does this mean that event handle
In an ASP.NET application, I'd just let the event handlers throw exceptions. Those exceptions will then allow the custom error page functionality of ASP.NET to work.
In a desktop application, I always add a try/catch/finally block around the guts of any event handler. This way, any exceptions are always logged and displayed to the end-user, but never escape the event handler, so they don't crash the application.