During the development of the WCF Client Proxy I had to code emit several try/catch blocks and even if the code looks trivial I still had to rely on a bit of searching to figure it out.

For my own reference (so I know where to come and copy & paste from) here is the code to try/catch:

// Optional: If you need a return value declare your return value
iLGenerator.DeclareLocal( typeof(string) );    // string MyMethod( .. )

// try {
Label tryLabel = iLGenerator.BeginExceptionBlock();
{
    // Do you call inside the try/catch block

    // Optional: if you have a return value save your result in the return value
    iLGenerator.Emit(OpCodes.Stloc_0);
}
// catch {    - catch everything!
{
    iLGenerator.BeginCatchBlock(typeof(object));

    iLGenerator.Emit(OpCodes.Pop);    // get the exception from the stack
    // Maybe do something with the exception

    // or re-throw;
    iLGenerator.Emit(OpCodes.Rethrow);
}
// }
iLGenerator.EndExceptionBlock();    // done the try catch

// Optional: return returnValue;
iLGenerator.Emit(OpCodes.Ldloc_0);

// Thanks, all done
iLGenerator.Emit(OpCodes.Ret);

The catch is a generic catch all, good if you need to do stuff like sanitize exceptions or log them and then rethrow.