Ah, in actual fact, there's a better way I just found:
VS -> Debug -> Exceptions...
Or keys: Ctrl + D, E
You can see all the Exceptions, especially in 'Common Language Runtime Exceptions -> System'
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Press F1 when cursor is on 'Exception', Visual Studio leads you to the MSDN.
Choose 'Exception Class' -> 'Inheritance Hierarchy' -> 'More', then all Exceptions which are derived from Exception are listed. Choose what you need by reading their names.
Inheritance Hierarchy
System.Object
System.Exception
Microsoft.Build.BuildEngine.InternalLoggerException
Microsoft.Build.BuildEngine.InvalidProjectFileException
Microsoft.Build.BuildEngine.InvalidToolsetDefinitionException
Microsoft.Build.BuildEngine.RemoteErrorException
Microsoft.Build.Exceptions.BuildAbortedException
Microsoft.Build.Exceptions.InternalLoggerException
Microsoft.Build.Exceptions.InvalidProjectFileException
Microsoft.Build.Exceptions.InvalidToolsetDefinitionException
Microsoft.Build.Framework.LoggerException
Microsoft.CSharp.RuntimeBinder.RuntimeBinderException
Microsoft.CSharp.RuntimeBinder.RuntimeBinderInternalCompilerException
Microsoft.JScript.CmdLineException
Microsoft.JScript.ParserException
Microsoft.VisualBasic.ApplicationServices.CantStartSingleInstanceException
Microsoft.VisualBasic.ApplicationServices.NoStartupFormException
Microsoft.VisualBasic.Compatibility.VB6.WebClassContainingClassNotOptional
Microsoft.VisualBasic.Compatibility.VB6.WebClassCouldNotFindEvent
Microsoft.VisualBasic.Compatibility.VB6.WebClassNextItemCannotBeCurrentWebItem
Microsoft.VisualBasic.Compatibility.VB6.WebClassNextItemRespondNotFound
Microsoft.VisualBasic.Compatibility.VB6.WebClassUserWebClassNameNotOptional
Microsoft.VisualBasic.Compatibility.VB6.WebClassWebClassFileNameNotOptional
Microsoft.VisualBasic.Compatibility.VB6.WebClassWebItemNotValid
Microsoft.VisualBasic.Compatibility.VB6.WebItemAssociatedWebClassNotOptional
Microsoft.VisualBasic.Compatibility.VB6.WebItemClosingTagNotFound
Microsoft.VisualBasic.Compatibility.VB6.WebItemCouldNotLoadEmbeddedResource
Microsoft.VisualBasic.Compatibility.VB6.WebItemCouldNotLoadTemplateFile
Microsoft.VisualBasic.Compatibility.VB6.WebItemNameNotOptional
Microsoft.VisualBasic.Compatibility.VB6.WebItemNoTemplateSpecified
Microsoft.VisualBasic.Compatibility.VB6.WebItemTooManyNestedTags
Microsoft.VisualBasic.Compatibility.VB6.WebItemUnexpectedErrorReadingTemplateFile
Microsoft.VisualBasic.CompilerServices.IncompleteInitialization
Microsoft.VisualBasic.CompilerServices.InternalErrorException
Microsoft.VisualBasic.FileIO.MalformedLineException
System.Activities.ExpressionParser.SourceExpressionException
System.Activities.Expressions.LambdaSerializationException
System.Activities.InvalidWorkflowException
System.Activities.Presentation.Metadata.AttributeTableValidationException
System.Activities.Statements.WorkflowTerminatedException
System.Activities.WorkflowApplicationException
System.AddIn.Hosting.AddInSegmentDirectoryNotFoundException
System.AddIn.Hosting.InvalidPipelineStoreException
System.AggregateException
System.ApplicationException
System.ComponentModel.Composition.CompositionContractMismatchException
System.ComponentModel.Composition.CompositionException
System.ComponentModel.Composition.ImportCardinalityMismatchException
System.ComponentModel.Composition.Primitives.ComposablePartException
System.ComponentModel.DataAnnotations.ValidationException
System.ComponentModel.Design.ExceptionCollection
System.Configuration.Provider.ProviderException
System.Configuration.SettingsPropertyIsReadOnlyException
System.Configuration.SettingsPropertyNotFoundException
System.Configuration.SettingsPropertyWrongTypeException
System.Data.Linq.ChangeConflictException
System.Diagnostics.Eventing.Reader.EventLogException
System.DirectoryServices.ActiveDirectory.ActiveDirectoryObjectExistsException
System.DirectoryServices.ActiveDirectory.ActiveDirectoryObjectNotFoundException
System.DirectoryServices.ActiveDirectory.ActiveDirectoryOperationException
System.DirectoryServices.ActiveDirectory.ActiveDirectoryServerDownException
System.DirectoryServices.Protocols.DirectoryException
System.IdentityModel.Selectors.CardSpaceException
System.IdentityModel.Selectors.IdentityValidationException
System.IdentityModel.Selectors.PolicyValidationException
System.IdentityModel.Selectors.ServiceBusyException
System.IdentityModel.Selectors.ServiceNotStartedException
System.IdentityModel.Selectors.StsCommunicationException
System.IdentityModel.Selectors.UnsupportedPolicyOptionsException
System.IdentityModel.Selectors.UntrustedRecipientException
System.IdentityModel.Selectors.UserCancellationException
System.InvalidTimeZoneException
System.IO.IsolatedStorage.IsolatedStorageException
System.IO.Log.SequenceFullException
System.Management.Instrumentation.InstrumentationBaseException
System.Management.Instrumentation.WmiProviderInstallationException
System.Net.Mail.SmtpException
System.Net.PeerToPeer.PeerToPeerException
System.Runtime.CompilerServices.RuntimeWrappedException
System.Runtime.DurableInstancing.InstancePersistenceException
System.Runtime.Remoting.MetadataServices.SUDSGeneratorException
System.Runtime.Remoting.MetadataServices.SUDSParserException
System.Runtime.Serialization.InvalidDataContractException
System.Security.RightsManagement.RightsManagementException
System.ServiceModel.Channels.InvalidChannelBindingException
System.SystemException
System.Threading.BarrierPostPhaseException
System.Threading.LockRecursionException
System.Threading.Tasks.TaskSchedulerException
System.TimeZoneNotFoundException
System.Web.Query.Dynamic.ParseException
System.Web.Security.MembershipCreateUserException
System.Web.Security.MembershipPasswordException
System.Web.UI.ViewStateException
System.Web.UI.WebControls.EntityDataSourceValidationException
System.Web.UI.WebControls.LinqDataSourceValidationException
System.Windows.Automation.NoClickablePointException
System.Windows.Automation.ProxyAssemblyNotLoadedException
System.Windows.Controls.PrintDialogException
System.Windows.Forms.AxHost.InvalidActiveXStateException
System.Windows.Xps.XpsException
System.Windows.Xps.XpsWriterException
System.Workflow.Activities.Rules.RuleException
System.Workflow.ComponentModel.Compiler.WorkflowValidationFailedException
System.Workflow.ComponentModel.Serialization.WorkflowMarkupSerializationException
System.Workflow.ComponentModel.WorkflowTerminatedException
System.Workflow.Runtime.WorkflowOwnershipException
System.Xaml.XamlException
System.Exception
Microsoft.Build.BuildEngine.InternalLoggerException
Microsoft.Build.BuildEngine.InvalidProjectFileException
Microsoft.Build.BuildEngine.InvalidToolsetDefinitionException
Microsoft.Build.BuildEngine.RemoteErrorException
Microsoft.Build.Exceptions.BuildAbortedException
Microsoft.Build.Exceptions.InternalLoggerException
Microsoft.Build.Exceptions.InvalidProjectFileException
Microsoft.Build.Exceptions.InvalidToolsetDefinitionException
Microsoft.Build.Framework.LoggerException
Microsoft.CSharp.RuntimeBinder.RuntimeBinderException
Microsoft.CSharp.RuntimeBinder.RuntimeBinderInternalCompilerException
Microsoft.JScript.CmdLineException
Microsoft.JScript.ParserException
Microsoft.VisualBasic.ApplicationServices.CantStartSingleInstanceException
Microsoft.VisualBasic.ApplicationServices.NoStartupFormException
Microsoft.VisualBasic.Compatibility.VB6.WebClassContainingClassNotOptional
Microsoft.VisualBasic.Compatibility.VB6.WebClassCouldNotFindEvent
Microsoft.VisualBasic.Compatibility.VB6.WebClassNextItemCannotBeCurrentWebItem
Microsoft.VisualBasic.Compatibility.VB6.WebClassNextItemRespondNotFound
Microsoft.VisualBasic.Compatibility.VB6.WebClassUserWebClassNameNotOptional
Microsoft.VisualBasic.Compatibility.VB6.WebClassWebClassFileNameNotOptional
Microsoft.VisualBasic.Compatibility.VB6.WebClassWebItemNotValid
Microsoft.VisualBasic.Compatibility.VB6.WebItemAssociatedWebClassNotOptional
Microsoft.VisualBasic.Compatibility.VB6.WebItemClosingTagNotFound
Microsoft.VisualBasic.Compatibility.VB6.WebItemCouldNotLoadEmbeddedResource
Microsoft.VisualBasic.Compatibility.VB6.WebItemCouldNotLoadTemplateFile
Microsoft.VisualBasic.Compatibility.VB6.WebItemNameNotOptional
Microsoft.VisualBasic.Compatibility.VB6.WebItemNoTemplateSpecified
Microsoft.VisualBasic.Compatibility.VB6.WebItemTooManyNestedTags
Microsoft.VisualBasic.Compatibility.VB6.WebItemUnexpectedErrorReadingTemplateFile
Microsoft.VisualBasic.CompilerServices.IncompleteInitialization
Microsoft.VisualBasic.CompilerServices.InternalErrorException
Microsoft.VisualBasic.FileIO.MalformedLineException
System.Activities.ExpressionParser.SourceExpressionException
System.Activities.Expressions.LambdaSerializationException
System.Activities.InvalidWorkflowException
System.Activities.Presentation.Metadata.AttributeTableValidationException
System.Activities.Statements.WorkflowTerminatedException
System.Activities.WorkflowApplicationException
System.AddIn.Hosting.AddInSegmentDirectoryNotFoundException
System.AddIn.Hosting.InvalidPipelineStoreException
System.AggregateException
System.ApplicationException
System.ComponentModel.Composition.CompositionContractMismatchException
System.ComponentModel.Composition.CompositionException
System.ComponentModel.Composition.ImportCardinalityMismatchException
System.ComponentModel.Composition.Primitives.ComposablePartException
System.ComponentModel.DataAnnotations.ValidationException
System.ComponentModel.Design.ExceptionCollection
System.Configuration.Provider.ProviderException
System.Configuration.SettingsPropertyIsReadOnlyException
System.Configuration.SettingsPropertyNotFoundException
System.Configuration.SettingsPropertyWrongTypeException
System.Data.Linq.ChangeConflictException
System.Diagnostics.Eventing.Reader.EventLogException
System.DirectoryServices.ActiveDirectory.ActiveDirectoryObjectExistsException
System.DirectoryServices.ActiveDirectory.ActiveDirectoryObjectNotFoundException
System.DirectoryServices.ActiveDirectory.ActiveDirectoryOperationException
System.DirectoryServices.ActiveDirectory.ActiveDirectoryServerDownException
System.DirectoryServices.Protocols.DirectoryException
System.IdentityModel.Selectors.CardSpaceException
System.IdentityModel.Selectors.IdentityValidationException
System.IdentityModel.Selectors.PolicyValidationException
System.IdentityModel.Selectors.ServiceBusyException
System.IdentityModel.Selectors.ServiceNotStartedException
System.IdentityModel.Selectors.StsCommunicationException
System.IdentityModel.Selectors.UnsupportedPolicyOptionsException
System.IdentityModel.Selectors.UntrustedRecipientException
System.IdentityModel.Selectors.UserCancellationException
System.InvalidTimeZoneException
System.IO.IsolatedStorage.IsolatedStorageException
System.IO.Log.SequenceFullException
System.Management.Instrumentation.InstrumentationBaseException
System.Management.Instrumentation.WmiProviderInstallationException
System.Net.Mail.SmtpException
System.Net.PeerToPeer.PeerToPeerException
System.Runtime.CompilerServices.RuntimeWrappedException
System.Runtime.DurableInstancing.InstancePersistenceException
System.Runtime.Remoting.MetadataServices.SUDSGeneratorException
System.Runtime.Remoting.MetadataServices.SUDSParserException
System.Runtime.Serialization.InvalidDataContractException
System.Security.RightsManagement.RightsManagementException
System.ServiceModel.Channels.InvalidChannelBindingException
System.SystemException
System.Threading.BarrierPostPhaseException
System.Threading.LockRecursionException
System.Threading.Tasks.TaskSchedulerException
System.TimeZoneNotFoundException
System.Web.Query.Dynamic.ParseException
System.Web.Security.MembershipCreateUserException
System.Web.Security.MembershipPasswordException
System.Web.UI.ViewStateException
System.Web.UI.WebControls.EntityDataSourceValidationException
System.Web.UI.WebControls.LinqDataSourceValidationException
System.Windows.Automation.NoClickablePointException
System.Windows.Automation.ProxyAssemblyNotLoadedException
System.Windows.Controls.PrintDialogException
System.Windows.Forms.AxHost.InvalidActiveXStateException
System.Windows.Xps.XpsException
System.Windows.Xps.XpsWriterException
System.Workflow.Activities.Rules.RuleException
System.Workflow.ComponentModel.Compiler.WorkflowValidationFailedException
System.Workflow.ComponentModel.Serialization.WorkflowMarkupSerializationException
System.Workflow.ComponentModel.WorkflowTerminatedException
System.Workflow.Runtime.WorkflowOwnershipException
System.Xaml.XamlException