Remove unused assert.h include
Make sure we check failed memory allocations
Use the same style for exception messages
Use exceptions rather than asserts for for "normal" errors

Although these are rare, they are still not indicative of bugs so
an exception (which ends up in the log and might also be shown to
the user) is more appropriate than an assert. Asserts should only
be used to catch blatant API misuse and similar.
Merge branch 'assert' of https://github.com/CendioOssman/tigervnc