How to handle exceptions in test cases / example applications?

Recently @pipping, @joe and @smuething where discussing with be about how to handle exceptions in our tests. See:

• core/dune-istl@4c9e6cf4537152cf5f4f0b03254c91481b35d0d0
• dune-grid-howto!4 (merged)

Following Elias suggested I wanted to reduce the code to

} catch(std::exception& e){
  throw;
}

What do you think?