PDO offers you a choice of 3 different error handling strategies, to fit your style of application development.
PDO::ERRMODE_SILENT
This is the default mode. PDO will simply set the error code for you to inspect using the PDO::errorCode() and PDO::errorInfo() methods on both the statement and database objects; if the error resulted from a call on a statement object, you would invoke the PDOStatement::errorCode() or PDOStatement::errorInfo() method on that object. If the error resulted from a call on the database object, you would invoke those methods on the database object instead.
PDO::ERRMODE_WARNING
In addition to setting the error code, PDO will emit a traditional E_WARNING message. This setting is useful during debugging/testing, if you just want to see what problems occurred without interrupting the flow of the application.
PDO::ERRMODE_EXCEPTION
In addition to setting the error code, PDO will throw a PDOException and set its properties to reflect the error code and error information. This setting is also useful during debugging, as it will effectively "blow up" the script at the point of the error, very quickly pointing a finger at potential problem areas in your code (remember: transactions are automatically rolled back if the exception causes the script to terminate).
Exception mode is also useful because you can structure your error handling more clearly than with traditional PHP-style warnings, and with less code/nesting than by running in silent mode and explicitly checking the return value of each database call.
See Exceptions for more information about Exceptions in PHP.
PDO standardizes on using SQL-92 SQLSTATE error code strings; individual PDO drivers are responsible for mapping their native codes to the appropriate SQLSTATE codes. The PDO::errorCode() method returns a single SQLSTATE code. If you need more specific information about an error, PDO also offers an PDO::errorInfo() method which returns an array containing the SQLSTATE code, the driver specific error code and driver specific error string.