I'd like to see the ability to attach custom error messages to CONSTRAINT objects, specifically CHECK constrints. Either directly or via a custom error number in sysmessages.
I've seen developers have to create triggers. I think that's not a good reason to implementing it.
I'm using SQL SERVER 2008.
You could name your constraint with a user message.
For Example:
ADD CONSTRAINT
[Foo cannot be greater than Bar. Please be sure to check your foos and bars next time.]
CHECK (foo <= Bar)