Just about any error will throw an exceptions. The only errors I can think of that wouldn't work with the "pause on exceptions" option are syntax errors, which happen before any of the code gets executed, so there's no place to pause anyway and none of the code will run.
Apparently, Chrome won't pause on the exception if it's inside a try-catch block though. It only pauses on uncaught exceptions. I don't know of any way to change it.
If you just need to know what line the exception happened on (then you could set a breakpoint if the exception is reproducible), the Error object given to the catch block has a stack property that shows where the exception happened.