A better way to validate URL in C# than try-catch?

Question

I'm building an application to retreive an image from internet. Even though it works fine, it is slow (on wrong given URL) when using try-catch statements in the application.

(1) Is this the best way to verify URL and handle wrong input - or should I use Regex (or some other method) instead?

(2) Why does the application try to find images locally if I don't specify http:// in the textBox?

private void btnGetImage_Click(object sender, EventArgs e)
{
    String url = tbxImageURL.Text;
    byte[] imageData = new byte[1];

    using (WebClient client = new WebClient())
    {
        try
        {
            imageData = client.DownloadData(url);
            using (MemoryStream ms = new MemoryStream(imageData))
            {
                try
                {
                    Image image = Image.FromStream(ms);
                    pbxUrlImage.Image = image;
                }
                catch (ArgumentException)
                {
                    MessageBox.Show("Specified image URL had no match", 
                        "Image Not Found", MessageBoxButtons.OK, 
                        MessageBoxIcon.Error);
                }
            }
        }
        catch (ArgumentException)
        {
            MessageBox.Show("Image URL can not be an empty string", 
                "Empty Field", MessageBoxButtons.OK, 
                MessageBoxIcon.Information);
        }
        catch (WebException)
        {
            MessageBox.Show("Image URL is invalid.\nStart with http:// " +
                "and end with\na proper image extension", "Not a valid URL",
                MessageBoxButtons.OK, MessageBoxIcon.Information);
        }
    } // end of outer using statement
} // end of btnGetImage_Click

Thanx for your time!

EDIT: I tried the suggested solution by Panagiotis Kanavos (thank you for your effort!), but it only gets caught in the if-else statement if the user enters http:// and nothing more. Changing to UriKind.Absolute catches empty strings as well! Getting closer :) The code as of now:

private void btnGetImage_Click(object sender, EventArgs e)
{
    String url = tbxImageURL.Text;
    byte[] imageData = new byte[1];
    Uri myUri;

    // changed to UriKind.Absolute to catch empty string
    if (Uri.TryCreate(url, UriKind.Absolute, out myUri))
    {
        using (WebClient client = new WebClient())
        {
            try
            {
                imageData = client.DownloadData(myUri);
                using (MemoryStream ms = new MemoryStream(imageData))
                {
                    imageData = client.DownloadData(myUri);
                    Image image = Image.FromStream(ms);
                    pbxUrlImage.Image = image;
                }
            }
            catch (ArgumentException)
            {
                MessageBox.Show("Specified image URL had no match",
                    "Image Not Found", MessageBoxButtons.OK, 
                    MessageBoxIcon.Error);
            }
            catch (WebException)
            {
                MessageBox.Show("Image URL is invalid.\nStart with http:// " +
                    "and end with\na proper image extension", 
                    "Not a valid URL",
                    MessageBoxButtons.OK, MessageBoxIcon.Information);
            }
        }
    }
    else
    {
        MessageBox.Show("The Image Uri is invalid.\nStart with http:// " +
            "and end with\na proper image extension", "Uri was not created",
            MessageBoxButtons.OK, MessageBoxIcon.Information);
    }

I must be doing something wrong here :(

Answer 1

Use Uri.TryCreate to create a new Uri object only if your url string is a valid URL. If the string is not a valid URL, TryCreate returns false.

string myString="http://someUrl";
Uri myUri;
if(Uri.TryCreate(myString,UriKind.RelativeOrAbsolute,out myUri)
{
    //use the uri here
}