best way to throw erorrs within a class

hi guys i have been trying to work out the best way to trigger exception style error handling within a class and return it ,i am currently storing the error code into a session variable, exiting, and doing a header location to the previous page where i was submitting from and output the error code with the message in an array is this the best way to do this , or is trigger error with a set_error_handler on a function within the lass the best way to do it ?