On top of everything else, the behavior of exceptions when mixed with setjmp and longjmp is undefined, which can be a real problem if you're using any libraries

On top of everything else, the behavior of exceptions when mixed with setjmp and longjmp is undefined, which can be a real problem if you're using any libraries that you haven't exhaustively analyzed to confirm that they don't use that feature. If memory serves, this includes things like the Lua interpreter (ETA: this used to be true. ca 2008, the Lua interpreter was changed so that it can conditionally compile to implement its try/catch via setjmp / longjmp or via C++ exceptions). I generally consider exceptions in C++ harmful and avoid them if possible. It is not, unfortunately, always possible, as exceptions are the only way the language defines for constructors to fail.