Well, there should be no memory difference between the two methods after
the statement is executed.  All that happens is that the sys module gets an
extra +1 to its reference count.

Even though tries are very inefficient, I would argue that the reason not
to use them here is that they should only be used for truly exceptional
circumstances.  E.g.  Someone unplugs the computer while you are writing to
a file.  Circumstances where all possible cases are knowable should use
other mechanisms rather than exception handling.

My two drachmas :)