I have just started using these and have to say I love them! What a great thing to add to the language. Why to go!

No more

lc_error = SET('ERROR')
ll_error = .f.
ON ERROR ll_error = .t.
*do something that might cause an error
IF ll_error
  * clean up
ENDIF

ON ERROR &lc_error.

Now it's

TRY
  * do something that might cause an error
CATCH
  * clean up
ENDTRY