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Nope mysql_error() can be used on almost every mysql_* function (and should be used where possible).
I even use it when dining out with friends, it can even attract members of the opposite sex
uh.. not that I've ever seen Grim. The mysql functions return false when there's an error.
The only times you shouldn't really use mysql_error() is with mysql_num_rows() and the fetch_* triplets, because those return 0/false for special reasons..