This little bit of code from Jeff Atwood works equally well in an ASP.NET 1.1 application as well as the most recent ASP.NET 4.0 applications. If you need a bit of code to throw an email and/or a friendly message back to your users, this my friends is it... This was written in VB.NET, but I ported it over easily to C# and added some minor enhancements. If you'd like to have my version, let me know and I'll put it out somewhere for you to get it.
Update: You can download it here on GitHub: http://github.com/johnmbaughman/UnhandledException