Why would you verify it's existence? Just open it, you either get it or you don't. If you don't then catch the exception and do what you would have done if you'd have checked and it wasn't there. Honest question?
That's not seeing the forest for the trees. Unless a specific inner loop of the program shows up in a profiler as the hotspot because of an exception, this just isn't something you should ever worry about in 99% of code. Don't throw out the nice abstractions that make code simple unless you know for sure it's the actual problem, rarely is that the case for throwing exceptions. In this particular instance, I'd say you're just wrong about not using an exception.