Thread: Bad coding habits

I have a generally bad habit (I think) of always checking the return value from new.

Code:

SomeData* data = new SomeData();
if(data == NULL)
{
  //Error
}

Is this completely worthless? If the system is out of memory (quite unlikely, but still) perhaps the program is forced to close, an exception is thrown or something?

It's a bad habit I have, or?