Should I always call TcpClient.EndConnect (even when connection fails?)

Question

C# has several useful classes for networking tasks such as TcpClient and WebClient. Both have BeginX methods (BeginConnect and BeginGetResponse respectively) that according to MSDN should always be followed by EndX. Both accepts a delegate that is called once the operation is complete.

However, say we fail to establish a connection, and thus calling those methods would throw an exception. Should I still call the respective EndX methods, or should I first check whether the connection was established, and only then call them?

Alternatively, in the following example, should I use OnSocketConnected1 or OnSocketConnected2?

static TcpClient m_client;

private static void OnSocketConnected1 (IAsyncResult asynchronousResult)
{
  try
  {
    m_client.EndConnect(asynchronousResult);
  }
  catch { }
}

private static void OnSocketConnected2(IAsyncResult asynchronousResult)
{
  if (m_client.Connected)
  {
    try
    {
      m_client.EndConnect(asynchronousResult);
    }
    catch { }
  }
}

static void Main(string[] args)
{
  m_client = new TcpClient();
  m_client.BeginConnect("http://www.example.com", 555, OnSocketConnected, null);
  Console.ReadLine();
}

Thanks

Answer 1

MSDN Quote, TcpClient.BeginConnect

The asynchronous BeginConnect operation must be completed by calling the EndConnect method. Typically, the method is invoked by the asyncCallback delegate.

I see no exception to that rule here. And your fields shouldn't matter (read: Version 1, call EndConnect unconditionally, right away).