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I have read that catching the particular exception separately enhanced the performance so I just wanted to know what are the most common exception that might generate while executing any sql query

+2  A: 

It won't enhance performance, but exception handling provides a good way to control code flow.

The best article (the subject is too long for an SO answer) is "Error Handling in SQL 2005 and Later" by Erland Sommarskog. And shameless plug of my question here

However, if you mean in c# then there is really only SQLException.

As to what causes them, the main ones may be

  • constraint violation (fails CHECK, duplicate/UNIQUE, no parent/FK etc)
  • overflow and conversions (eg -1 to tinyint)
gbn