Exceptions are commonly used on desktop platforms, providing a way to generate exceptions for error conditions, which can be caught and handled in try/catch blocks.

While exception support isn't expensive by itself, an exception being generated is relatively expensive, requiring a significant amount of CPU time and RAM to prepare and handle the exception. You have to also make sure to catch every exception, or risk having the application terminate without clear cause.

Exceptions versus the checking of return code for a method being called is something that has to be decided on a case-by-case basis, and can also be a matter of personal preference. It requires a quite different programming style, which may not work for everyone.