Rather than polluting your code with try..except everywhere, you should just implement your own except hook by setting sys.excepthook. Here is an example:
import sys
import traceback
def install_excepthook():
    def my_excepthook(exctype, value, tb):
        s = ''.join(traceback.format_exception(exctype, value, tb))
        dialog = ErrorReportDialog(None, s)
        dialog.exec_()
    sys.excepthook = my_excepthook
Call install_exception() when your application starts.
ErrorReportDialog is a Qt dialog I've made. traceback.format_exception() will format argument passed to the except hook in the same way it does in Python's interpreter.
EDIT: I forgot to mention a little gotcha with that. It doesn't work with threads (well, at least it didn't last time I checked). For code running in another thread, you will need to wrap it in a try..except block.