Note that besides all other comments there is a small difference, which should be mentioned here for completeness!
With the empty catch clause you can catch non-CLSCompliant Exceptions when the assembly is marked with "RuntimeCompatibility(WrapNonExceptionThrows = false)" (which is true by default since CLR2). [1][2][3]
[1] http://msdn.microsoft.com/en-us/library/bb264489.aspx
[2] http://blogs.msdn.com/b/pedram/archive/2007/01/07/non-cls-exceptions.aspx
[3] Will CLR handle both CLS-Complaint and non-CLS complaint exceptions?