Catch unhandled exceptions in Windows Forms applications

The company I am working for has developed a Windows Forms application Framework. New applications are developed as plug-ins to this Framework. Our team is looking at catching all unhandled exceptions globally and log all these exceptions in a central repository.

After spending a little time on MSDN, I found this very helpful piece of information.

To handle all UI thread exceptions, the .Net Framework provides Application.ThreadException.To handle all non-UI thread exceptions, AppDomain.CurrentDomain.UnhandledException.

One thing worth noting is that UnhandledException won't prevent the application from terminating. But before the application terminates, you are given a chance to log the error or display some custom message to the users. And that's what I am looking for.

Here is the sample code from the MSDN article.

// Starts the application. 
[SecurityPermission(SecurityAction.Demand, Flags = SecurityPermissionFlag.ControlAppDomain)] 
public static void Main(string[] args)
{
  // Add the event handler for handling UI thread exceptions to the event.   
  Application.ThreadException += 
       new ThreadExceptionEventHandler(ErrorHandlerForm.Form1_UIThreadException);   

  // Set the unhandled exception mode to force all Windows Forms errors to go through our handler.
  Application.SetUnhandledExceptionMode(UnhandledExceptionMode.CatchException);

  // Add the event handler for handling non-UI thread exceptions to the event.
   AppDomain.CurrentDomain.UnhandledException +=
       new  UnhandledExceptionEventHandler(CurrentDomain_UnhandledException);

  // Runs the application.   
  Application.Run(new ErrorHandlerForm());
}