Below is the code for my Visual Force page and APEX controller. I run a TRY block and intentionaly throw an exception.

I used similar code in another VisualForce/APEX Controller page combination and it works for me however on this page when I click the button and the exception is thrown the error message is not displaying.

VisualForce Page

<apex:page controller="PlacementPreferenceFormController" sidebar="false" showHeader="false" cache="false">
    <apex:pageMessages id="errorMessage"/>
    <apex:outputPanel >
            <apex:form >
            <apex:pageBlock title="Placement Preference Form">
            
                <apex:pageBlockSection columns="2">
                      <apex:InputField value="{!RecruitmentCycle.Allocated_Points__c}"/>
                      <apex:InputField value="{!RecruitmentCycle.Remaining_Points__c}"/>
                </apex:pageBlockSection>
            </apex:pageBlock>
            
            <apex:pageBlock title="Add Placement Preference" mode="edit" id="PPAdd">
                <apex:pageBlockSection columns="2">
                    <apex:outputLabel value="Partner Organization " for="pl"><apex:selectList id="pl" value="{!ppn.Partner_Research__c}" size="1" title="Partner Organization">
                        <apex:selectOptions value="{!PRs}"></apex:selectOptions>
                    </apex:selectList></apex:outputLabel>
                                    
                    <apex:InputField value="{!ppn.Points__c}"/>
                    <apex:commandButton value="Add Placement" action="{!newPlacementPreference}" rerender="all">
                    </apex:commandButton>
                </apex:pageBlockSection>    
            </apex:pageBlock>
            
            <apex:pageBlock title="Placement Preferences" mode="edit" id="PPList">
                <apex:pageBlockTable value="{!PlacementPreferenceList}" var="pp">
                    <apex:column value="{!pp.Partner_Research_Organization__c}"/>
                    <apex:column value="{!pp.Organization_Type__c}"/>
                    <apex:column value="{!pp.City__c}"/>
                    <apex:column value="{!pp.State__c}"/>
                    <apex:column value="{!pp.Points__c}"/>
                    <apex:column headerValue="Action">    
                        <apex:commandButton value="Del" action="{!deletePlacementPreference}" rerender="all">
                            <apex:param name="ppParam" value="{!pp.Id}" assignTo="{!ppid}"/>
                        </apex:commandButton>
                    </apex:column>                            
                </apex:pageBlockTable>
            </apex:pageBlock>
        </apex:form>
    </apex:outputPanel>
</apex:page>

APEX Controller

public class PlacementPreferenceFormController {

	// Declare Recruitment Cycle and Placement Preference List
	public Recruitment_Cycle__c rc;
	public LIST<Placement_Preference__c> ppl;
	public Placement_Preference__c ppn {get; set;}
	public String pl {get; set;}
	public decimal ppnPoints {get;set;}
	public string ppnPR {get;set;}	
	public string ppid {get;set;}
	
	public PlacementPreferenceFormController(){
		// Select Recruitment Cycle Record pulling ID parameter
		rc = [select id, allocated_points__c, remaining_points__c from Recruitment_Cycle__c
		where id =:ApexPages.currentPage().getParameters().get('id')]; 
		  
		// Select Placement Preference List from parent record
		ppl = [select id, Partner_Research_Organization__c, City__c, Organization_Type__c, Partner_Research__c, Points__c, Recruitment_Cycle__c, State__c
		from Placement_Preference__c Where Recruitment_Cycle__c = :ApexPages.currentPage().getParameters().get('id')];
		
		ppn = new Placement_Preference__c();		
	}
	
	// Picklist Select Option Values for Partner Research
	public List<selectOption> getPRs() {
			List<selectOption> options = new List<selectOption>(); //new list for holding all of the picklist options
			options.add(new selectOption('', '- None -')); //add the first option of '- None -' in case the user doesn't want to select a value or in case no values are returned from query below
			for (Partner_Research__c PRoption : [select id, Organization_Name__r.name from Partner_Research__c 
		Where (TBR_Partner_Year__c = '2012' AND Research_Stage__c = 'Recruiting' AND Status__c = 'Invite to submit proposal')
		  OR (TBR_Partner_Year__c = '2012' AND Research_Stage__c = 'Position Proposal') 
		  OR (TBR_Partner_Year__c = '2012' AND Research_Stage__c = 'Placement') 
		ORDER BY Organization_Name__r.name]) { //query for User records with System Admin profile
				options.add(new selectOption(PRoption.Id, PRoption.Organization_Name__r.name)); //for all records found - add them to the picklist options
			}
			return options; //return the picklist options
		}	
	
	public void refreshPlacementPreferences()
	{
		ppl = [select id, City__c, Organization_Type__c, Partner_Research__c, Points__c, Recruitment_Cycle__c, State__c
		from Placement_Preference__c Where Recruitment_Cycle__c = :ApexPages.currentPage().getParameters().get('id')];				
	}
	
    public PageReference deletePlacementPreference() {
        Placement_Preference__c pptd = [Select id from Placement_Preference__c where Id = :ppid];
		delete pptd;
		string url = 'http://broadcenter.force.com/page/PlacementPreferences?id=' + rc.Id;
		PageReference p = new PageReference(url);
    	p.setRedirect(true); 
        return p;
    }	
    
    public PageReference newPlacementPreference() {
	try{
			
			throw new cException('Residency Requirement is a required field.');
	    	Placement_Preference__c ppta = new Placement_Preference__c(Recruitment_Cycle__c = rc.id);			
			if (ppn.Points__c > 0)
			{
				ppta.Points__c = ppn.Points__c;
				ppta.Partner_Research__c = ppn.Partner_Research__c;
				insert ppta;
			}
			
			
			string url = 'http://broadcenter.force.com/page/PlacementPreferences?id=' + rc.Id;
			PageReference p = new PageReference(url);
	    	p.setRedirect(true); 
	        return p;
    }
    catch(Exception e){ApexPages.addMessages(e);return null;}          
    } 	    
	
	public Recruitment_Cycle__c getRecruitmentCycle(){
		return rc;
	}
	
	public LIST<Placement_Preference__c> getPlacementPreferenceList(){
		return ppl;
	}
	
}