How can I cancel the creation or opening of a form, from within the form? I.e. I'd like to validate the configuration of the form and if it fails, cancel the opening of the form and I'd like to throw an exception. This is mostly so the form is opened correctly by code (not the user). The validation might be done in a constructor or in the load event handler. Is there any way to do that?

In the second case I would also need to use a try/catch block on the .Show or .ShowDialog call, right?

Yes, the method will be thrown from within the Show() or ShowDialog().  You are correct