Here are a couple more suggestions.
If returning a collection, avoid returning null, return an empty collection which makes enumeration easier to deal with without a null check first.
Several .NET API's use the pattern of a thrownOnError parameter which gives the caller the choice as whether it is really an exceptional situation or not if the object is not found. Type.GetType is an example of this. Another common pattern with BCL is the TryGet pattern where a boolean is returned and the value is passed via an output parameter.
You could also consider the Null Object pattern in some circumstances which can either be a default or a version with no behaviour. The key is avoid null checks throughout the code base. See here for more information http://geekswithblogs.net/dsellers/archive/2006/09/08/90656.aspx