Question: I am using C# having come from a Java background - I have an exception but it does not tell me the line number - Just the method name.

Is that usual?? Is it down to Debug / Release builds??

Answer: 
Make sure the PDB files of your application are deployed with the application. The PDB files are the files that is used by the CLR to determine the source code line numbers.
My app is a ClickOnce app (WPF) and I had to do something a little different:

Project Properties designer > Publish > Application Files

check the Show All Files checkbox

find the pdb file and set its dropdowns there to include it

I had Pdb-only set at:
 Build > Advanced > Debug Info

Not sure if that matters.