For logging purposes
__LINE__
__FILE__
were my friends in C/C++. In Java to get that information I had to throw an exception and catch
Because the stack trace contains most of what you need. It will not give you the name of the file but it will give you the class/method name. It also contains the line number. It is not neglected it is automatic. You just need to throw an exception like you do it in Java
There are already some suggestions to achieve what you want. Either use the StackTrace object or better log4net.
In Java to get that information I had to throw an exception and catch it.
That's not quite true. You can have it without throwing exceptions, too. Have a look to log4j. It even logs your method and class name, without polluting your code with hard coded strings containing the current method name (at least I have seen this in some occasions).
Why are these old standbys so neglected in the modern programming languages?
Java and C# don't make use (in the latter: excessive use) of preprocessors. And I think it's good. Abusing preprocessors to make unreadable code is very easy. And if programmers can abuse some technique ... they will abuse it.
Just a note about performance, which is very likely to be the next thing, which pops up in your mind:
If you use StackTrace or log4net you will always will read or hear that it is slow, because it uses Reflection. I am using log4net and I never encountered logging as a performance bottle neck. If it would be, I can declaratively deactivate (parts of) logging -- without changing the source code. That's pure beauty compared to delete all the logging lines in C/C++ code! (Besides: If performance is a primary goal, I would use C/C++ ... it will never die despite of Java and C#.)