If you are trying to get up to speed on error handling in SQL Server 2005, here is a great resource:
SQL Server Error Handling Workbench
The SQL Server Error Handling workbench will take you through several comparisons of error handling routines in SQL 2000 and 2005. The best example is at the end of the article which is a script that shows you how to retry a query again if it fails. Good stuff!
