One of the complaints we received from VS7 was that you couldnt tell the exceptions that a particular method could throw. We scratched our heads thinking of ways to do this, as the xml docs did contain this informattion about the class libraries. Ideally we would have liked to have put this information into intellisense, but this request came up after we had done our coding for the milestone. The thing that pushed us off the edge was a usability test we saw, where a guy remarked how painful it was not to have that information.
We ended up adding this information to the object browser. To view it, try something like - Open Object Browser. Open System.IO.File and select the Open method in the right pane. At the bottom of the Object Browsers information pane (where they have method signatures and summary etc), scroll down and you'll see the Exceptions header which should list the exceptions the method can throw.
Addendum #1: This is C#/J# only.
Addendum#2: If you create a dll and put its xml comments file next to it and then view it through the Object browser in a C# project, you should see this for your exceptions too. The equivalent xml tags should be something of the sort:
<exception cref="T:System.ArgumentOutOfRangeException">
<paramref name="index" /> is less than zero. <para>-or-</para><para><paramref name="index" /> is greater than <see langword="Count" />.</para></exception>
