Error handling in SQL Server

Hi
I have a stored procedure that will insert rows in several different tables. I have declared a variable @error to hold any errors returned. My question is, do I need to after every insert set the @error variable and trap for the error or can this all be done at the end of the stored procedure?
Thanks in advance

For example

Create Procedure InsertRows
As
Declare @error int
BEGIN

Insert into Table
Values ...
select @error = @@error
If (@error != 0)
Do something

Insert into Table
Values...
select @error = @@error
If (@error != 0)
Do something


END