When to use try/catch blocks?

Like some others have said, you want to use try-catch blocks around code that can throw an Exception AND code that you are prepared to deal with.

Regarding your particular examples, File.Delete can throw a number of exceptions, for example, IOException, UnauthorizedAccessException. What would you want your application to do in those situations? If you try to delete the file but someone somewhere else is using it, you will get an IOException.

try
{    
    File.Delete(pgpdFilename + "_archive")
}
catch(IOException)
{
    UtilityLogger.LogToFile("File is in use, could not overwrite.");
   //do something else meaningful to your application
   //perhaps save it under a different name or something
}

Also, keep in mind that if this does fail, then the File.Move you do outside of your if block next will also fail (again to an IOException - since the file was not deleted it is still there which will cause the move to fail).

I was taught to use try/catch/finally for any methods/classes where multiple errors could occur and that you can actually handle. Database transactions, FileSystem I/O, streaming, etc. Core logic usually doesn't require try/catch/finally.

The great part about try/catch/finally is that you can have multiple catches so that you can create a series of exception handlers to deal with very specific error or use a general exception to catch whatever errors you don't see coming.

In your case, you're using File.Exists which is good, but their maybe another problem with the disk that may throw another error that File.Exists cannot handle. Yes, it's a boolean method, but say the File is locked and what happens if you try to write to it? With the catch, you can plan for a rare scenario, but without try/catch/finally, you may be exposing the code to completely unforeseen conditions.

The basic rule of thumb for catching exceptions is to catch exceptions if and only if you have a meaningful way of handling them.

Don't catch an exception if you're only going to log the exception and throw it up the stack. It serves no meaning and clutters code.

Do catch an exception when you are expecting a failure in a specific part of your code, and if you have a fallback for it.

Of course you always have the case of checked exceptions which require you to use try/catch blocks, in which case you have no other choice. Even with a checked exception, make sure you log properly and handle as cleanly as possible.