Proper way to declare custom exceptions in modern Python?

What's the proper way to declare custom exception classes in modern Python? My primary goal is to follow whatever standard other exception classes have, so that (for instance) any extra string I include in the exception is printed out by whatever tool caught the exception.

By "modern Python" I mean something that will run in Python 2.5 but be 'correct' for the Python 2.6 and Python 3.* way of doing things. And by "custom" I mean an Exception object that can include extra data about the cause of the error: a string, maybe also some other arbitrary object relevant to the exception.

I was tripped up by the following deprecation warning in Python 2.6.2:

>>> class MyError(Exception):
...     def __init__(self, message):
...         self.message = message
... 
>>> MyError("foo")
_sandbox.py:3: DeprecationWarning: BaseException.message has been deprecated as of Python 2.6

It seems crazy that BaseException has a special meaning for attributes named message. I gather from PEP-352 that attribute did have a special meaning in 2.5 they're trying to deprecate away, so I guess that name (and that one alone) is now forbidden? Ugh.

I'm also fuzzily aware that Exception has some magic parameter args, but I've never known how to use it. Nor am I sure it's the right way to do things going forward; a lot of the discussion I found online suggested they were trying to do away with args in Python 3.

Update: two answers have suggested overriding __init__, and __str__/__unicode__/__repr__. That seems like a lot of typing, is it necessary?

Answer

Maybe I missed the question, but why not:

class MyException(Exception):

    pass

Edit: to override something (or pass extra args), do this:

class ValidationError(Exception):
    def __init__(self, message, errors):

        # Call the base class constructor with the parameters it needs
        super(ValidationError, self).__init__(message)


        # Now for your custom code...
        self.errors = errors

That way you could pass dict of error messages to the second param, and get to it later with e.errors

---

Python 3 Update: In Python 3+, you can use this slightly more compact use of super():

class ValidationError(Exception):
    def __init__(self, message, errors):

        # Call the base class constructor with the parameters it needs
        super().__init__(message)

        # Now for your custom code...
        self.errors = errors