MSCSqlException msx = new MSCSqlException(sqlQuery, sqlParams, sqlException);
                throw new Exception(ex.Message);

MSCSqlException msx = new MSCSqlException(sqlQuery, sqlParams, sqlException);
                throw new Exception(ex.Message, ex);

throw new MSCSqlException(sqlQuery, sqlParams, sqlException);

[Serializable]
public class MSCSqlException : Exception
{
    public string SqlCommand { get; private set; }
    public object[] SqlParameters { get; private set; }

    public MSCSqlException()
    {
    }

    public MSCSqlException(string message)
        : base(message)
    {
    }

    public MSCSqlException(string message, Exception inner) : base(message, inner)
    {
    }

    public MSCSqlException(string command, object[] parameters, SqlException sx) : base(CreateUsefulMessage(sx, command, parameters), sx)
    {
        SqlCommand = command;
        SqlParameters = parameters;
    }

    protected MSCSqlException(SerializationInfo info, StreamingContext context) : base(info, context)
    {
        SqlCommand = info.GetString("SqlCommand");
    }

    [SecurityPermission(SecurityAction.Demand, SerializationFormatter = true)]
    public override void GetObjectData(SerializationInfo info, StreamingContext context)
    {
        if (info == null)
        {
            throw new ArgumentNullException("info");
        }

        info.AddValue("SqlCommand", SqlCommand);
        base.GetObjectData(info, context);
    }

    public static string CreateUsefulMessage(SqlException sx, string sqlCommand, object[] sqlParameters)
    {
        string message = sx.Message + Environment.NewLine;

        if(sqlParameters != null && sqlParameters.Count() > 0)
        {
            message = message + "Parameters:" + Environment.NewLine;
            foreach(object sp in sqlParameters)
            {
                message = message + "t" + sp.ToString() + Environment.NewLine;
            }
        }

        message = message + "SQL Statement:" + Environment.NewLine;
        message = message + sqlCommand;

        return message;
    }
}