I have heard something funny lately for which I was very skeptical but had no arguments. That funny thing was that the guy was not using the try-catch structure saying it was a performance killer. Of course I was sure that setting up the exception handling had a cost but was not sure of how much cost.
I decided to measure the overhead so if I ever met that guy again, I will be equipped with real facts!
The March 2016 article will show you what (little) overhead the Try-Catch structure is adding to your method.
You can read it from http://emoreau.com/Entries/Articles/2016/03/Try-catch-structure-overhead-in-Net.aspx