Don't Do It!OK, first, just don't. Don't use Exceptions explicitly for flow control. In fact, don't use Exceptions if you can help it. Exceptions should be the result of something essentially beyond your control. The name says it all, Exceptions are exceptional -- your handling of an exception should be to deal with the unexpected, despite how cynical you might be.
General Handling of...So you really should try to avoid handling exceptions. That is, you should only handle an exception you can do something about. A typical good pattern for any piece of software is to have one exception handler at the top (closest to the invocation point) and handle everything there, usually with a polite message indicating that a system error has occurred.
I Can Handle ItThere are some exceptions you can handle. File Not Found Exception is a pretty common one that you can generally handle. Now by handle, what do I mean? Well, in some cases it might mean printing a helpful error message for the user. In other cases I might mean creating or downloading the missing file, or using a default configuration.
When you are doing this, you are not using an Exception for flow control. You are using an exception to identify and handle an unexpected (but possible) condition in your application.
Some other pointers for handling exceptions include, handle them immediately and concisely. That is, don't try to over generalize the handling of possible exceptions (other than the aforementioned top level handler). When exceptions are handled, get to the point, handle them quickly and without too many gyrations, then resume normal flow.
Where Does It Get Messy?Things usually get messy in highly modularized code bases. For example, if you have 20 libraries as dependencies to your application, but you wrote all of those libraries and your application, all of this is your code. This can make it hard to understand when you are using an exception for flow control and when you are dealing with things outside of your control.
An easy way to work through this is to consider what you'd do if the library throwing the exception was an open source library, what would you do then? Would you still throw the exception? If you wouldn't do this to a stranger on the internet, don't do it to yourself.
Similarly, if the library throwing the exception was some OSS library you'd pulled off Maven Central how would you handle the exception? Same rule applies to the library you wrote.