Error Handling - displaying Error on ALL error events

I am trying to set up a global error handling page error.cfm so that whenever any error at all occurs I can display my error.cfm page.

At first I tried the following in the application.cfm page, and then ran a page that tried to output a variable that did not exist, and it seemed to work:

<cferror type = "EXCEPTION" exception = "any" template = "error.cfm">

But then it just decided not to work, so I added these

<cferror type = "REQUEST" template = "error.cfm">

<cferror type = "VALIDATION" template = "error.cfm">

Is there a way to make sure that all errors are handled? Am I right in putting all 3 of these in the application.cfm or do I need more (or less?)

Thanks

Mark