Learn

VB.Net uses .NET exceptions — same as C#.

Try/Catch/Finally:

Try
    Dim n = Integer.Parse(input)
    Process(n)
Catch ex As FormatException
    Console.WriteLine($"bad number: {ex.Message}")
Catch ex As Exception
    Console.WriteLine($"unexpected: {ex.Message}")
    Throw    ' re-throw
Finally
    Cleanup()
End Try

When clause for filtered catches (.NET 4+):

Try
    DoWork()
Catch ex As HttpException When ex.StatusCode = 404
    HandleNotFound()
Catch ex As HttpException
    HandleOtherError(ex)
End Try

The When filters without unwinding the stack — useful for keeping stack traces clean.

Custom exceptions:

Class ValidationException
    Inherits Exception
    Public Property FieldName As String
    Public Sub New(field As String, message As String)
        MyBase.New(message)
        Me.FieldName = field
    End Sub
End Class

Throw New SomeException(...) to raise.

Using block — automatic disposal (like C#'s using):

Using reader As New StreamReader("data.txt")
    Dim line = reader.ReadLine()
End Using

The IDisposable.Dispose() is called automatically when the block exits, even on exception.