Don't let your customers be the first to discover those unexpected exceptions hiding in your code.
Exceptions are "declared" in a method's XML documentation. Take advantage of the existing exception documentation in the .Net framework to get you started.
You can adopt Java style checked exception handling, or easily fall back to handling exceptions as "Runtime" exceptions by terminating an exception chain with the "Ignore" keyword. It's up to you.
Whatever you choose - documenting your code's thrown exceptions has just become a lot easier.