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I see that the originally proposed patch is more or less what I suggested above. Since this has been a critical issue for 5 years, I think such a minimal patch should be committed even though it is not a complete solution.
It seems to me that the more complicated patch exception_pickling_26.diff has a significant overlap with _common_reduce() in typeobject.c.
The patch actually attempts to be *more* general than _common_reduce() since it collects data from tp_getset and tp_members, whereas _common_reduce() only collects data from __slots__. The patch does not seem to take account of read-only members/getsetters, which I think would cause exceptions when unpickling.
An alternative implementation piggy-backing on _common_reduce() (and using __reduce__ rather than __getstate__) would be
def __reduce__(self):
 slots = None
 func, args, state = object.__reduce__(self, 2)[:3]
 if type(state) is tuple:
 state, slots = state
 newstate = {'args': self.args}
 if state:
 newstate.update(state)
 if slots:
 newstate.update(slots)
 return func, args, newstate
This deals correctly with slots and works with all protocols. However, the pickles produced can only be unpickled on versions where exceptions are new-style classes, ie Python 2.5 and later.
This would have the side effect that __init__() would no longer be called while unpickling.