Using a WCF service client and handling its exceptions
Although paritosh's answer is very helpful, there is additional useful information to take into account when using a service client, as found in this MSDN article :


  It is recommended that a calling application open the channel, use it,
  and close the channel inside one try block.


Let's look at the original try/catch block that was used for the solely purpose of closing the channel :

    try
    {
        myServiceClient.Close();
    }
    catch
    {
    }


This is useless, as stated in the article :


  Datagram channels never fault even if exceptions occur when they are
  closed.


About handling exceptions, MSDN suggests that no unexpected exceptions (like OutOfMemoryException, ArgumentNullException or InvalidOperationException) should be caught when using a service client, as stated in this MSDN article :


  Exceptions that are thrown from communication methods on a Windows
  Communication Foundation (WCF) client are either expected or
  unexpected. Unexpected exceptions include catastrophic failures like
  OutOfMemoryException and programming errors like ArgumentNullException
  or InvalidOperationException. Typically there is no useful way to
  handle unexpected errors, so typically you should not catch them when
  calling a WCF client communication method.


Recommended exceptions to catch while using a service client are TimeoutException and any other exception that derives from CommunicationException.

As the article states :


  One way to handle such errors is to abort the client and report
  the communication failure.


In addition, as this particular project handles it's own FaultException (of type ServiceErrorDetails), the recommended method to catch exceptions while using this service client would be to first catch any TimeoutException, then any FaultException and finally any CommunicationException.

The rewritten code would then look like this :

MyServiceClient myServiceClient = new MyServiceClient();

try
{
    documents = myServiceClient.GetDocuments();
    // More code that isn't useful including here ...
    myServiceClient.Close();
}
catch (TimeoutException exception)
{
    MessageBox.Show(exception.Message, "Timeout error", MessageBoxButtons.OK, MessageBoxIcon.Error);
    myServiceClient.Abort();
}
catch (FaultException&lt;ServiceErrorDetails&gt; error)
{
    MessageBox.Show(error.Detail.Message, "Service error", MessageBoxButtons.OK, MessageBoxIcon.Error);
    myServiceClient.Abort();
}
catch (CommunicationException exception)
{
    MessageBox.Show(exception.Message, "Communication error", MessageBoxButtons.OK, MessageBoxIcon.Error);
    myServiceClient.Abort();
}