The only other thing I can think of is don't write code that raises exceptions, but sometimes that can be hard.
What kind of exceptions are you dealing with? I would hope you would know what code regions could cause an exception and protect them in one way or another. Exceptions are a sign that you are feeding / using data / parameters that are invalid, which is generally a sign of underlying problems in your code. Fixing those problems will save you frustration in the future.
Also, wrap your low-level and system calls in nicer functions that can be carefully anaylsed and 'try...catch'ed. Then forget about exceptions.
- Splat