is there a good general policy for setting up the sequence of catch blocks?

Question

is there a good general policy for setting up the sequence of catch blocks?

Answer 1

I would catch the most "specific" exception first, then further down catch the more general ones:

try {
  ...
}
catch (DivideByZeroException ex) {
 ...
}
catch (InvalidArgumentException ex) {
  ...
}
catch (Exception ex) {
  ...
}

Answer 2

Here are some design guidelines from MSDN. It might also be good to check out the Enterprise Library exception handling block. Lots of good stuff there for architecting an exception handling strategy.