<p>What is a good error handling practice for an asp.net site? Examples? Thanks!</p>

One practice that I find to be especially useful is to create a generic error page, and then set your defaultRedirect on the customErrors node of the web.config to that error page.
Then setup your global.asax for logging all unhandled exceptions and then put them (the unhandled exceptions) in a static property on some class (I have a class called ErrorUtil with a static LastError property). Your error page can then look at this property to determine what to display to the user.
More details here:
http://www.codeproject.com/KB/aspnet/JcGlobalErrorHandling.aspx