Released application should not crash when exception occurs. You will want to inform the user, something went wrong and log your exception, but you do not want to crash! Informing user should be done in a friendly manner and not just by putting exception.ToString()
into the message box.
It is a good practice to add Application.ThreadException
or AppDomain.CurrentDomain.UnhandledException
handlers to handle all exceptions in your Application. How exactly to do that, is answered in the following thread: Catch Application Exceptions in a Windows Forms Application
However, make sure that your application survives in a usable state, i.e. handle exceptions in a proper way for your application.
I usually add a preprocessor directive for handling exceptions on the application level, since I want them to trow while debugging. For example:
#if !DEBUG
Application.ThreadException += new ThreadExceptionEventHandler(MyHandler);
#endif
It should also be mentioned, that if you have code pieces where you anticipate that Exception might occur, such as network communication error, you should handle those pieces explicitly. What I am saying is, we should not completely forget about exception handling, just because we configured an unhandled exception handler on the application level.