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Robust exception handling in console application

If I put AppDomain.CurrentDomain.UnhandledException code in console application apart from usual try-catch to catch unhandled exceptions. That means, is it sure that any exception will not force application to terminate in between?
If not, what type of exceptions are out of scope of it?

No. It means that you will have the chance to run some code before your application crashes, but you will not be able to prevent the crash. Documentation:
This event provides notification of uncaught exceptions. It allows the
application to log information about the exception before the system
default handler reports the exception to the user and terminates the
application.
Trying to make the application "crash-proof" by blindly catching all exceptions is a fool's errand: since you don't really know what went wrong, how do you know that it's OK for the program to continue running?
Theoretically speaking, anything you do inside the event handler might go wrong in any possible manner (since an unhandled exception was thrown, and you don't know what it is, it could be anything). So not only is it impossible to prevent the application from crashing, but you should also be very careful about what you do inside the handler.

No, the application will be terminated anyway, but it gives you a chance to log the exception properly before the application exits. See here: http://msdn.microsoft.com/en-us/library/system.appdomain.unhandledexception.aspx
It allows the application to log information about the exception before the system default handler reports the exception to the user and terminates the application.

Catching all crashes in C# .NET

There are already some pretty good threads on this topic on Stack Overflow, but there doesn't really seem to be a concise answer on any of them. My C# console application (running as a Windows service) launches a Java process and manages it (starts/stops/restarts it), but my issue is that I will remote into machines, and see it has started about 20 Java processes sometimes.
This is obviously an issue with my application crashing at some point, and not shutting down the Java process it started. I have hooked "UnhandledExceptionEventHandler" in the AppDomain.CurrentDomain, and I call TerminateProcess() from it (shuts down the active Java process) but this issue is still occuring on occassion.
My application has the Main thread, a TCP Server Thread (which accepts async connections), and a UDP Server Thread. Is there anything else I should be hooking into on top of UnhandledException?
EDIT
It also just occured to me that I have a few Try/Catch blocks in my code that simply write to console, which I never see. Should I just remove these so these are caught by the UnhandledException or add a logger there instead?

First of all you have to change the Console.WriteLine.. lines in you code to Debug.WriteLine.. if you don't want to log, so the output of it will only be on debug.
Second when any exception occurs if you don't know how to handle it or fix it then rethrow it catch { throw; } after logging. I personally do
try
{
...
}
catch (Exception exception)
{
Log(exceptiosn);//log it first or Debug.WriteLine...
#if DEBUG
System.Diagnostics.Debugger.Break();//break at the debugger here.
#endif//DEBUG
throw;
}
After you cleaning up you code, now you can whenever DomainUnhandledException thrown, you can restart your application. an example will be here, The idea is you start a new instance from your application and then terminate the first one. you also define a mutex so only one instance at time will be alive.

Something to consider is whether you want the .NET application to be responsible for the spawned processes. If possible, they might be made responsible for shutting down when no longer receiving input. If the spawned processes are running on other machines I would try to do that anyway because network problems might interfere with sending a shutdown message from the .NET application to the Java processes. Each its own responsibilities.
That said, getting exception handling in the .NET application fixed (especially when you are missing some exceptions) is also important. Make each thread responsible for its exceptions and make sure you log them for easy debugging.

how to avoid windows crash screen

We have UnhandledExceptionEventHandler in place and unexpected exceptions were caught by that handler. But why we still see the following screen? I thought if we handled the exception, it will not go up to the OS. If no exception reach the system level, why that screen still show up?

Registering an UnhandledExceptionEventHandler with AppDomain.UnhandledException does not mean that unhandled exceptions become handled. Instead, it is a mechanism to be able to log the exception and relevant program state to aid in later debugging. The exception will remain unhandled and Windows Error Reporting will be invoked.
In reality, when this event is invoked it's "too late" for the the exception to be handled. Assuming you could tell the runtime to continue execution, where would execution unwind to? Not a single frame on the call stack wanted to handle the exception. At best, the executing thread could be terminated; but what if it's on the only foreground thread? Better to propagate the unhandled exception to the operating system's default unhandled exception filter and let it invoke Windows Error Reporting.
Edit with some additional comments:
Now, certain applications you want to design to be crash-resistant, such as long-running service processes. It may make sense to add "catch-all"* exception handlers in some cases, such as a job queue that executes jobs and it doesn't matter if an individual job fails with an unhandled exception; we log the problem and move on to the next job. However, a root catch-all handler in something like Main makes little sense: your entire application is now in an unknown state. You could log the exception and terminate, but you'd be missing out on the benefits of Windows Error Reporting: post-mortem minidumps and an easy button (the "Debug" button on that dialog) to invoke the registered JIT debugger that will take you directly to the problem. For most software, my advice is to simply let your software crash; in-your-face bugs with minidumps are usually some of the easiest to fix.
*Some exceptions are inherently "uncatchable", such as a StackOverflowException. Others, such as an AccessViolationException are catchable, but are inherently indicative of a serious program state incongruity (couldn't read or write from an expected memory location). It is never a good idea to attempt recovery from such exceptions.

Click the Debug button to see where the exception comes from.
If you don't see it immediately, start your application in Visual Studio, go to the Debug,Exceptions dialog, and check all exceptions. Then rerun your application, investigate the code every time the debugger tells you that a first-chance exception has been encountered, and pass the exception to the application if Visual Studio asks you whether to do this.
This should help you finding the source of the problem.

That's because your unhandled exception occurs in the main thread, and there is almost nothing to do about it. Check this article: What!? A .NET Application Can Die?
Almost nothing, yes, because you can still catch that exception on the Application.Run level. At this point your application is dead anyway, but at least you can "avoid windows crash screen" and implement your own crash screen instead:
static void Main()
{
try
{
Application.Run(new Form1());
}
catch (Exception ex)
{
MessageBox.Show("Oops! Can I has " + ex.Message + "?");
}
}

There are cases when unhadled exceptions will not be handled by UnhandledExceptionEventHandler. For example System.Timers.Timer is swallowing exceptions, so they are not propagated to UnhandledExceptionEventHandler.

Ways to kill a running program and how to trap them?

We have different ways to kill a running C# program.
ctrl + C;
task bar then right click its icon, then select 'close' on the popup;
task manager, select the its executable name and then click end process;
console window, use kill command;
maybe more.
What I am asking here is how handle them in my C# program to guarantee my C# program exit gracefully when possible. I know how to trap ctrl + C, but don't the others. can you help me? thanks,

The best guarantee you have at code being run at exit is the finally statement.
Note though that your program will have to run in the try block when you use this mechanism.
I believe that the only time the block inside the finally is not executed are at:
A StackOverflowException;
Corrupted state exceptions (from .NET 4);
Forceful termination through the task manager (an unmanaged process kill);
Crash of the entire system (removing the power cable e.g.).
See Keep Your Code Running with the Reliability Features of the .NET Framework for an in depth analysis.

Scenario 2 basically calls Application.Exit(), which should amount to a graceful shutdown of all threads associated with your process. It also fires events you can use to perform any additional cleanup.
3 and 4 can be "trapped" by attaching a handler to the Application.ThreadException event of a WinForms app. This event is fired when any exception is about to be thrown out of the program to be handled by the runtime (which will terminate your assembly's execution and clean the sandbox). However, at this point there's very little you should do other than write something to the Event log or clean up any statics, like an IoC container or repository, and even that's problematic because if one of those objects caused the exception, you could very easily throw another exception in trying to deal with the last one.
Basically, if your user is using "kill" or "End Process" to close your app, there's something VERY wrong and you should probably address the underlying reason why a user would be doing that, before trying to gracefully capture such termination behaviors.

Cannot trap. You cannot avoid killing of a program. But you can always subscribe to kill. Just imaging how you can trap when people pull the power plug...
.NET 2.0
Subscribe to the AppDomain.CurrentDomain.ProcessExit event
.NET 3.5
Application.Exit Event
Useful links
AppDomain.CurrentDomain.ProcessExit and cleanup
How to detect when application terminates?
How to detect when main thread terminates?

Unhandled Exception Handler in .NET 1.1

I'm maintaining a .NET 1.1 application and one of the things I've been tasked with is making sure the user doesn't see any unfriendly error notifications.
I've added handlers to Application.ThreadException and AppDomain.CurrentDomain.UnhandledException, which do get called. My problem is that the standard CLR error dialog is still displayed (before the exception handler is called).
Jeff talks about this problem on his blog here and here. But there's no solution. So what is the standard way in .NET 1.1 to handle uncaught exceptions and display a friendly dialog box?
Jeff's response was marked as the correct answer because the link he provided has the most complete information on how to do what's required.

Oh, in Windows Forms you definitely should be able to get it to work. The only thing you have to watch out for is things happening on different threads.
I have an old Code Project article here which should help:
User Friendly Exception Handling

Unhandled exception behavior in a .NET 1.x Windows Forms application depends on:
The type of thread that threw the exception
Whether it occurred during window message processing
Whether a debugger was attached to the process
The DbgJitDebugLaunchSetting registry setting
The jitDebugging flag in App.Config
Whether you overrode the Windows Forms exception handler
Whether you handled the CLR’s exception event
The phase of the moon
The default behavior of unhandled exceptions is:
If the exception occurs on the main thread when pumping window messages, it's intercepted by the Windows Forms exception handler.
If the exception occurs on the main thread when pumping window messages, it will terminate the app process unless it's intercepted by the Windows Forms exception handler.
If the exception occurs on a manual, thread-pool, or finalizer thread, it's swallowed by the CLR.
The points of contact for an unhandled exception are:
Windows Forms exception handler.
The JIT-debug registry switch DbgJitDebugLaunchSetting.
The CLR unhandled exception event.
The Windows Form built-in exception handling does the following by default:
Catches an unhandled exception when:
exception is on main thread and no debugger attached.
exception occurs during window message processing.
jitDebugging = false in App.Config.
Shows dialog to user and prevents app termination.
You can disable the latter behavior by setting jitDebugging = true in App.Config. But remember that this may be your last chance to stop app termination. So the next step to catch an unhandled exception is registering for event Application.ThreadException, e.g.:
Application.ThreadException += new
Threading.ThreadExceptionHandler(CatchFormsExceptions);
Note the registry setting DbgJitDebugLaunchSetting under HKEY_LOCAL_MACHINE\Software.NetFramework. This has one of three values of which I'm aware:
0: shows user dialog asking "debug or terminate".
1: lets exception through for CLR to deal with.
2: launches debugger specified in DbgManagedDebugger registry key.
In Visual Studio, go to menu Tools → Options → Debugging → JIT to set this key to 0 or 2. But a value of 1 is usually best on an end-user's machine. Note that this registry key is acted on before the CLR unhandled exception event.
This last event is your last chance to log an unhandled exception. It's triggered before your Finally blocks have executed. You can intercept this event as follows:
AppDomain.CurrentDomain.UnhandledException += new
System.UnhandledExceptionEventHandler(CatchClrExceptions);

AppDomain.UnhandledException is an event, not a global exception handler. This means, by the time it is raised, your application is already on its way down the drain, and there is nothing you can do about it, except for doing cleanup and error logging.
What happened behind the scenes is this: The framework detected the exception, walked up the call stack to the very top, found no handlers that would recover from the error, so was unable to determine if it was safe to continue execution. So, it started the shutdown sequence and fired up this event as a courtesy to you so you can pay your respects to your already-doomed process. This happens when an exception is left unhandled in the main thread.
There is no single-point solution to this kind of error. You need to put a real exception handler (a catch block) upstream of all places where this error occurs and forward it to (for example) a global handler method/class that will determine if it is safe to simply report and continue, based on exception type and/or content.
Edit: It is possible to disable (=hack) the error-reporting mechanism built into Windows so the mandatory "crash and burn" dialog does not get displayed when your app goes down. However, this becomes effective for all the applications in the system, not just your own.

Is this a console application or a Windows Forms application? If it's a .NET 1.1 console application this is, sadly, by design -- it's confirmed by an MSFT dev in the second blog post you referenced:
BTW, on my 1.1 machine the example from MSDN does have the expected output; it's just that the second line doesn't show up until after you've attached a debugger (or not). In v2 we've flipped things around so that the UnhandledException event fires before the debugger attaches, which seems to be what most people expect.
It sounds like .NET 2.0 does this better (thank goodness), but honestly, I never had time to go back and check.

It's a Windows Forms application. The exceptions that are caught by Application.ThreadException work fine, and I don't get the ugly .NET exception box (OK to terminate, Cancel to debug? who came up with that??).
I was getting some exceptions that weren't being caught by that and ended up going to the AppDomain.UnhandledException event that were causing problems. I think I've caught most of those exceptions, and I am displaying them in our nice error box now.
So I'll just have to hope there are not some other circumstances that would cause exceptions to not be caught by the Application.ThreadException handler.

The Short Answer,
Looks like, an exception occurring in Form.Load doesn't get routed to Application.ThreadException or AppDomain.CurrentDomain.UnhandledException without a debugger attached.
The More accurate Answer/Story
This is how I solved a similar problem. I can't say for sure how it does it, but here is what I think. Improvement suggestions are welcome.
The three events,
AppDomain.CurrentDomain.FirstChanceException
AppDomain.CurrentDomain.UnhandledException
and Application.ThreadException
accumulatively catch most of the exceptions but not on a global scope (as said earlier). In one of my applications, I used a combination of these to catch all kinds of exceptions and even the unmanaged code exceptions like DirectX exception (through SharpDX). All exceptions, whether they are caught or not, seem to be invoking FirstChanceException without a doubt.
AppDomain.CurrentDomain.FirstChanceException += MyFirstChanceExceptionHandler;
Application.SetUnhandledExceptionMode(UnhandledExceptionMode.CatchException); // not sure if this is important or not.
AppDomain.CurrentDomain.UnhandledException += CurrentDomain_UnhandledException; // can't use Lambda here. need to Unsub this event later.
Application.ThreadException += (s, e) => MyUnhandledExceptionHandler(e.Exception);
static void CurrentDomain_UnhandledException(object sender, UnhandledExceptionEventArgs e)
{
MyUnhandledExceptionHandler((Exception)e.ExceptionObject);
}
private void CurrentDomain_FirstChanceException(object sender, System.Runtime.ExceptionServices.FirstChanceExceptionEventArgs eventArgs)
{
// detect the pattern of the exception which we won't be able to get in Fatal events.
if (eventArgs.Exception.Message.StartsWith("HRESULT"))
MyUnhandledExceptionHandler(eventArgs.Exception);
}
and the handler looks like
static void MyUnhandledExceptionHandler(Exception ex)
{
AppDomain.CurrentDomain.UnhandledException -= MyUnhandledExceptionHandler; // this is important. Any exception occuring in the logging mechanism can cause a stack overflow exception which triggers the window's own JIT message/App crash message if Win JIT is not available.
// LogTheException()
// Collect user data
// inform the user in a civil way to restart/close the app
Environment.Exit(0);
}
Unmanaged code exceptions like DirectX exceptions appeared only in FirstChanceException where I had to decide for myself if the exception was fatal or not. I then use MyUnhandledExceptionHandler to log and let the user know in a friendly way that everything was "under control".
IMPORTANT NOTE!
The scheme still didn't catch one kind of exception. It did appear in FirstChanceException, but it was hard to distinguish it from other kinds of exceptions hitting this handler. Any exception occurring directly in Form.Load had this different behavior. When the VS debugger was attached, these were routed to the UnhandledException event. But without a debugger, an old-school windows message will pop up, showing the stack trace of the exception that occurred. The most annoying thing was that it didn't let MyUnhandledExceptionHandlerr get kicked once it was done and the app continued to work in an abnormal state. The final solution I did was to move all the code from Form_load to another thread using MyForm.Load += (s,e) => new Thread(()=>{/* My Form_Load code*/ }).Start();. This way, Application.ThreadException gets triggered which is routed to MyUnhandledExceptionHandler, my safe exit.