Error Handling

I am creating reports for a web application. What is the best way to display errors back to the user in the

example:

Sub ReportHeader1_Format

Try

Catch ex As System.Exception

Finally
End Try

End Sub

I have a AddNamedItem class sent to every report run. SHould I use that? I would like to see what users are using as their way to handle errors with the report. Examples would be appreciated. Are their any online examples?