Add section explaining that yield *isn't* special wrt try/except/finally.

pep-0255.txt

@@ -199,6 +199,40 @@ Generators and Exception Propagation
     >>>
 
 
+Yield and Try/Except/Finally
+
+    While "yield" is a control-flow statement, and in most respects acts
+    like a "return" statement from the caller's point of view, within a
+    generator it acts more like a callback function.  In particular, it has
+    no special semantics with respect to try/except/finally.  This is best
+    illustrated by a contrived example; the primary lesson to take from
+    this is that using yield in a finally block is a dubious idea!
+
+    >>> def g():
+    ...     try:
+    ...         yield 1
+    ...         1/0      # raises exception
+    ...         yield 2  # we never get here
+    ...     finally:
+    ...         yield 3  # yields, and we raise the exception *next* time
+    ...     yield 4      # we never get here
+    >>> k = g()
+    >>> k.next()
+    1
+    >>> k.next()
+    3
+    >>> k.next() # as if "yield 3" were a callback, exception raised now
+    Traceback (most recent call last):
+      File "<stdin>", line 1, in ?
+      File "<stdin>", line 4, in g
+    ZeroDivisionError: integer division or modulo by zero
+    >>> k.next() # unhandled exception terminated the generator
+    Traceback (most recent call last):
+      File "<stdin>", line 1, in ?
+    StopIteration
+    >>>
+
+
 Example
 
         # A binary tree class.