mysql transaction - roll back on any exception

You can use 13.6.7.2. DECLARE ... HANDLER Syntax in the following way:

DELIMITER $$

CREATE PROCEDURE `sp_fail`()
BEGIN
    DECLARE `_rollback` BOOL DEFAULT 0;
    DECLARE CONTINUE HANDLER FOR SQLEXCEPTION SET `_rollback` = 1;
    START TRANSACTION;
    INSERT INTO `tablea` (`date`) VALUES (NOW());
    INSERT INTO `tableb` (`date`) VALUES (NOW());
    INSERT INTO `tablec` (`date`) VALUES (NOW()); -- FAIL
    IF `_rollback` THEN
        ROLLBACK;
    ELSE
        COMMIT;
    END IF;
END$$

DELIMITER ;

For a complete example, check the following SQL Fiddle.

The above solution are good but to make it even simpler

DELIMITER $$

CREATE PROCEDURE `sp_fail`()
BEGIN
    DECLARE EXIT HANDLER FOR SQLEXCEPTION
    BEGIN
        ROLLBACK;  -- rollback any error in the transaction
    END;

    START TRANSACTION;
    insert into myTable values1 ...
    insert into myTable values2 ...  -- Fails
    COMMIT; -- this will not be executed
END$$

DELIMITER ;

You could use EXIT HANDLER if you for example need to SIGNAL a specific SQL EXCEPTION in your code. For instance:

DELIMITER $$

CREATE PROCEDURE `sp_fail`()
BEGIN
    DECLARE EXIT HANDLER FOR SQLEXCEPTION
    BEGIN
        ROLLBACK;  -- rollback any changes made in the transaction
        RESIGNAL;  -- raise again the sql exception to the caller
    END;

    START TRANSACTION;
    insert into myTable values1 ...
    IF fail_condition_meet THEN
        SIGNAL SQLSTATE '45000' SET MESSAGE_TEXT = 'Custom error detected.', MYSQL_ERRNO = 2000;
    END IF;
    insert into myTable values2 ...  -- this will not be executed
    COMMIT; -- this will not be executed
END$$

DELIMITER ;