This is one of those "Yeah I've always seen people use it differently but I don't know why!" questions.

Re-throwing exceptions can be misused, although it may not cause any harm to your application - there are multiple ways of re-throwing an exception, most likely for the purpose of bubbling it up to a higher level.

Lets look at how many ways we can use throw:

1. throw
2. throw ex
3. throw new Exception(); 

You should not use #3 except if you are throwing a specific exception other that the one that was fired such as a custom exception. To re-throw an exception in .NET your best option is #1 instead of #2 and that is simply because of how they stack up in the stack trace. Lets take a look at the stack trace for both instances using the following snippet.

    protected void Page_Load(object sender, EventArgs e)
    {
        try
        {
            DoMath();
        }
        catch(Exception ex)
        {
            throw ex;
        }
    }

    /// <summary>
    /// A method that simply calls another method.
    /// </summary>
    /// <remarks>
    /// Just a helper to show stack trace
    /// </remarks>
    private void DoMath()
    {
        MethodWithError();
    }

    /// <summary>
    /// This method will throw an error
    /// </summary>
    private void MethodWithError()
    {
        throw new Exception("Generic exception");
    }

The stack trace looks like this:

[Exception: Generic exception]
   throwerror.Page_Load(Object sender, EventArgs e) 

in d:\My Websites\demoweb\throwerror.aspx.cs:22
   System.Web.Util.CalliHelper.EventArgFunctionCaller

(IntPtr fp, Object o, Object t, EventArgs e) +15
   System.Web.Util.CalliEventHandlerDelegateProxy.Callback

(Object sender, EventArgs e) +34
   System.Web.UI.Control.OnLoad(EventArgs e) +99
   System.Web.UI.Control.LoadRecursive() +47
   System.Web.UI.Page.ProcessRequestMain(Boolean includeStagesBeforeAsyncPoint, 

Boolean includeStagesAfterAsyncPoint) +1061

However, if I replace "throw ex;" with just "throw;", here is the new stack trace.

[Exception: Generic exception]
   throwerror.MethodWithError() in d:\My Websites\demoweb\throwerror.aspx.cs:42
   throwerror.DoMath() in d:\My Websites\demoweb\throwerror.aspx.cs:34
   throwerror.Page_Load(Object sender, EventArgs e) in d:\My Websites\demoweb\throwerror.aspx.cs:22
   System.Web.Util.CalliHelper.EventArgFunctionCaller(IntPtr fp, Object o, Object t, EventArgs e) +15
   System.Web.Util.CalliEventHandlerDelegateProxy.Callback(Object sender, EventArgs e) +34
   System.Web.UI.Control.OnLoad(EventArgs e) +99
   System.Web.UI.Control.LoadRecursive() +47
   System.Web.UI.Page.ProcessRequestMain(Boolean includeStagesBeforeAsyncPoint, Boolean includeStagesAfterAsyncPoint) +1061

Its all about the details. Obviously, using just "throw;" gives us much more details - so use "throw" to re-throw an error.