What are other ways to catch the exception.

Well, if you don't use try/catch, there are certain events (such as AppDomain.UnhandledException) you can handle to log uncaught exceptions before the application ends. However, this isn't a particularly straightforward matter as you'll see from this MSDN link:

http://msdn.microsoft.com/en-us/library/system.appdomain.unhandledexception(v=vs.110).aspx 

The alternative to exceptions, which is used in languages such as C, is for your method to return an error code. The calling code then needs to check the return value to see whether an error occurred or not and, if it did, what the reason was for the error. Returning an error code of 0 typically means that no error occurred.