Question

From what I’ve learned you should always implement the ApplicationException class for your custom exceptions in .NET. I recently started developing a Windows Phone 7, but I could not find this class.
Is there a different class I should use now?

Answer 1

Use the Exception class instead. From MSDN:

If you are designing an application that needs to create its own
exceptions, you are advised to derive custom exceptions from the
Exception class. It was originally thought that custom exceptions
should derive from the ApplicationException class; however in practice
this has not been found to add significant value. For more
information, see Best Practices for Handling Exceptions.