ur project may have different layer. it is a good idea to have a layered exception  handling. define ur own exception class for every layer. they all should extend a parent exception which extends Exception.java.

in every layer u should catch  the lower layer exception and throw the exception of this layer.
u may have different types of exception constructors . this depends on what u want to do, what u want to throw and what u want to show.

as an example for service layer u can have this :

public class ServiceException extends ParentException 
{
  /**
   * @deprecated dont use this
   * @param errMsg
   */
  public ServiceException(String errMsg)
  {       
    this.setErrorMessage(errMsg);
  }

  /**
   * @deprecated dont use this 
   * @param e
   */
  public ServiceException(Throwable e)
  {       
    this.setThrowable(e);
  }

  /**
   * @deprecated dont use this
   * @param errorNumber
   * @param errMsg
   * @param e 
   */
  public ServiceException(int errorNumber,String errMsg, Throwable e)
  {
    this.setErrorNumber(errorNumber);
    this.setErrorMessage(errMsg);
    this.setThrowable(e);
  }

  public ServiceException(int errorNumber,String errMsg) 
  {
    this.setErrorNumber(errorNumber);
    this.setErrorMessage(errMsg);
  }

}



parent class is as follows:

public class ParentException extends java.lang.Exception
{
  private  String    errorMessage = null; 
  private  int       errorNumber = 0;
  private Throwable throwable = null;

  public ParentException()
  {
    printStackTrace();
  }

  public void setErrorMessage(String errorMessage)
  {
    this.errorMessage = errorMessage;
  }

  public String getErrorMessage()
  {
    return errorMessage;
  }

  public void setErrorNumber(int errorNumber)
  {
    this.errorNumber = errorNumber; 
  }

  public int getErrorNumber()
  {
    return errorNumber;
  }

  public ParentException(int errNumber,String errMsg,Throwable throwable)
  {
    this.errorMessage = errMsg;
    this.errorNumber = errNumber;
    this.throwable = throwable;
  }
  public ParentException(int errNumber,String errMsg)
  {
    this.errorMessage = errMsg;
    this.errorNumber = errNumber;
  }
  public void setThrowable(Throwable throwable) 
  {
    this.throwable = throwable;
  }

  public Throwable getThrowable()
  {
    return throwable;
  }
}

a method in ur service layer can look like this :


public void myMethod(){ 
    try{
           //some operation
    }
    catch(the_lower_layer_exception_class x){
         throw new ServiceException(x);
    }
}