Which Is More Expensive? Query Or Exception

I have a scheduling application that I created that allows users to select several microscopes from a multiple select list and then select users from a datagrid and change their permissions. ie it will add a record to a table that allows them to use the selected microscopes or it will delete the record from the table if it already exists since the table is only two columns and both make the primary key.So right now I'm just deleting the records when a duplicate primary key exception is thrown (although I'm not sure how to return from the catch and continue the rest of my loops to continue adding or deleting permissions.Alternatively I could check the database before executing the insert or delete command and see if that record already exists and avoid the catch/return scenerio. But which is more intensive on the server? Is there a better way to do this that I haven't thought of? Thanks~Cattrah~