Exception handling the right way for WebClient.DownloadString

If you catch WebException, it should handle most cases. WebClient and HttpWebRequest throw a WebException for all HTTP protocol errors (4xx and 5xx), and also for network level errors (disconnection, host not reachable, etc)

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How do I capture this from the UI to show the error in a message box?

I'm not sure I understand your question... Can't you just show the exception message?

MessageBox.Show(e.Message);

Don't catch the exception in FindUpcomingGamesByPlatform, let it bubble up to the calling method, catch it there and show the message...

I usually handle it like this to print any exception message the remote server is returning. Given that the users are allowed to see that value.

try
{
    getResult = client.DownloadString(address);
}
catch (WebException ex)
{
    String responseFromServer = ex.Message.ToString() + " ";
    if (ex.Response != null)
    {
        using (WebResponse response = ex.Response)
        {
            Stream dataRs = response.GetResponseStream();
            using (StreamReader reader = new StreamReader(dataRs))
            {
                responseFromServer += reader.ReadToEnd();
            }
        }
    }
    _log.Error("Server Response: " + responseFromServer);
    MessageBox.Show(responseFromServer);
}

I use this code:

1. Here I init the webclient whithin the loaded event

   private void LayoutRoot_Loaded(object sender, RoutedEventArgs e)
   {
     // download from web async
     var client = new WebClient();
     client.DownloadStringCompleted += client_DownloadStringCompleted;
     client.DownloadStringAsync(new Uri("http://whateveraurisingis.com"));
   }
   

2. The callback

   void client_DownloadStringCompleted(object sender, DownloadStringCompletedEventArgs e)
   {
     #region handle download error
     string download = null;
     try
     {
       download = e.Result;
     }
   catch (Exception ex)
     {
       MessageBox.Show(AppMessages.CONNECTION_ERROR_TEXT, AppMessages.CONNECTION_ERROR, MessageBoxButton.OK);
     }
   
     // check if download was successful
     if (download == null)
     {
       return;
     }
     #endregion
   
     // in my example I parse a xml-documend downloaded above      
     // parse downloaded xml-document
     var dataDoc = XDocument.Load(new StringReader(download));
   
     //... your code
   }
   

Thanks.