I am sure that Arnaud is well aware that setLookAndFeel() throws checked
exceptions.  But this code is by no means the only way to deal with them,
and is certainly not the best way under most circumstances.  The method
that contains this code could declare that it throws checked exceptions,
or you could log the exception rather than print it, or whatever.

I do not think it makes a lot of sense to specify the exception handling
when it is not central to the question at hand, and particularly when the
information required to determine how exceptions should be handled is not
available.  It just adds noise to the discussion and obscures the main
issue.