There is no way to be notified on uncaught exceptions in Flex 3. Adobe are aware of the problem but I don't know if they plan on creating a workaround.
The only solution as it stands is to put try/catch in logical places and make sure you are listening to the ERROR (or FAULT for webservices) event for anything that dispatches them.
Edit: Furthermore, it's actually impossible to catch an error thrown from an event handler. I have logged a bug on the Adobe Bug System.
Update 2010-01-12: Global error handling is now supported in Flash 10.1 and AIR 2.0 (both in beta), and is achieved by subscribing the UNCAUGHT_ERROR event of LoaderInfo.uncaughtErrorEvents. The following code is taken from the code sample on livedocs:
public class UncaughtErrorEventExample extends Sprite
{
public function UncaughtErrorEventExample()
{
loaderInfo.uncaughtErrorEvents.addEventListener(
UncaughtErrorEvent.UNCAUGHT_ERROR, uncaughtErrorHandler);
}
private function uncaughtErrorHandler(event:UncaughtErrorEvent):void
{
if (event.error is Error)
{
var error:Error = e.error as Error;
// do something with the error
}
else if (event.error is ErrorEvent)
{
var errorEvent:ErrorEvent = e.error as ErrorEvent;
// do something with the error
}
else
{
// a non-Error, non-ErrorEvent type was thrown and uncaught
}
}