Q:

Exit Try vs Exit Sub

I have the following Try statement although when the value that gets written to DB is too large everything after this doesn't run.  
Should i rather use Exit Try instead of Exit Sub? 
Try

    Dim conn As OracleConnection
    Dim cmdProduction As New OracleCommand
    conn = GetConnect()
    conn. Open()
    cmdProduction. Connection = conn
    cmdProduction. CommandText = "INSERT INTO PRODUCTION (DateTime, Plant, Runhours, Tons, Shift, Sft, Plant_Ord) Values ('" & DateTime & "','FM1-Selox','" & (seloxRuntime / 60) & "','" & seloxTons & "','" & theShift & "','" & sft & "','51')"
    cmdProduction. ExecuteNonQuery()
Catch ex As Exception
    WriteToFile("Production - Production : Database Error : " & ex. Message)
    conn. Close()
    Exit Sub
Finally
    conn. Close()
End Try

A:

You don't need either, remove conn. Close and Exit Sub from the Catch and you're good to go.  conn. Close will be executed from the Finally. 
Try
'
'
'
Catch ex As Exception
    WriteToFile("Production - Production : Database Error : " & ex. Message)
Finally
    conn. Close()
End Try

Of course, if your example code is incomplete and actually looks like this:
Finally
    conn. Close()
End Try

' More code

then either use Exit Sub, or move the remaining code into the Try. 
Try
'
'
'
' More code
Catch ex As Exception
    WriteToFile("Production - Production : Database Error : " & ex. Message)
Finally
    conn. Close()
End Try

