Writing exception-safe code is non-trivial. There has been a lot of debate recently about whether exceptions are a mis-feature. The main worry is that if you allow exceptions sensible-looking code can lead to many non-obvious bugs. This link gives some insight:

http://stackoverflow.com/questions/1853243/c-do-you-really-w...

Some more reasons why exceptions are problematic:

http://mortoray.com/2012/04/02/everything-wrong-with-excepti...

Go's choice I think is very well considered. If reliability is important to you then I believe handling errors explicitly leads to clearer, more correct code.