function WriteError
{
    Write-Error "Error Occurred"

    "This still runs"
}

function PSCmdletWriteError
{
    [CmdletBinding()]
    param()

    $PSCmdlet.WriteError([System.Management.Automation.ErrorRecord]::new([System.Exception]::new("This is my Exception"), "ErrorID", [System.Management.Automation.ErrorCategory]::NotSpecified, "ObjectThatThrewException"))

    "this still runs"
}

function TheThrow
{
    throw "I am throwing an exception"
    "this does not run"
}

function PSCmdletThrowTerminatingError
{
    [CmdletBinding()]
    param()

    $PSCmdlet.ThrowTerminatingError([System.Management.Automation.ErrorRecord]::new([System.Exception]::new("This is my *TERMINATING* exception"), "My Error ID", [System.Management.Automation.ErrorCategory]::LimitsExceeded, "ObjectThatThrewException"))
    "this doesn't run"
}

WriteError

PSCmdletWriteError

PSCmdletThrowTerminatingError

TheThrow

"I don't run because a throw was used"