Like many people I'd mistakenly thought that xxx.Parse was the only way to validate types like ints and DateTimes. This kindof 'was' the case in .NET 1.1, but numeric data could be validated with Double.TryParse then converted to the correct type.
In .NET 2.0 you can happily use the TryParse method on pretty much all the types you'd want to validate - without the nasty overhead of catching an exception. This post goes into a bit more detail, and links to a tool to benchmark the results for yourself.
I'll be on the lookout to convert whereever I find int.Parse, as it's pretty rare you 'actually' want an exception to be thrown...