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

It just didn't react to the error, by going to error.cfm, it just threw out the usual CF error as if I had not added CFERROR
With those 3 statements in there is seems to work, but I wanted to make sure that no matter what error occurs it's going to hit the error.cfm

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