C#.net 2008 exceptions

Question

I have a question about exceptions. I am under the impression that almost ever method or group of methods should have try-call block(s). I am also under the impression that the  'last' final group of code that is executed should have a final try-catch block.
 Do you think an entire application (or at least each class) should have a 'final' try-catch block setup for any unexpected errors that could occur? If so, how would you set this up? Would you 'throw' the errors to the final exception block?
 If not can you tell me why you would not have a final try-catch block?
  When I look some C#.net 2008 windows applications that some contractors wrote at my job, I can not find any try-catch blocks. Would you think there would be a reason for this? Is there a 'new way' for checking for errors? Do you think I may want to over use try-catch blocks?