Michelangelo van Dam has written up a quick introductory post on his blog about the process around throwing and catching exceptions in your apps.

One thing that I noticed was that although the code was well written [in the Zend Framework], implementing coding standards and best practices on many of the classes, I did notice a wrong usage of throwing exceptions (the try - catch statements).

He gives a few examples - catching a "divide by zero" the right and wrong way, how to grab/handle the message that comes along with the exception and how to define your own custom exception handler to help your code do more useful things with the errors it might throw.