This is what we do in a console app. This is only for console apps.

static int Main()
{
System.AppDomain.CurrentDomain.UnhandledException += new
				UnhandledExceptionEventHandler(CurrentDomain_UnhandledException);
.
.
.
}


private static void CurrentDomain_UnhandledException(object sender,
			UnhandledExceptionEventArgs e)
{
Exception ex = (Exception)e.ExceptionObject;

//usually we send an e-mail out here for console apps since most of the 
//time run on a server

}

Hope it helps.