How to throw std::exceptions with variable messages?

This is an example of what I often do when I want to add some information to an exception:

std::stringstream errMsg;
errMsg << "Could not load config file '" << configfile << "'";
throw std::exception(errMsg.str().c_str());

Is there a nicer way to do it?

Here is my solution:

#include <stdexcept>
#include <sstream>

class Formatter
{
public:
    Formatter() {}
    ~Formatter() {}

    template <typename Type>
    Formatter & operator << (const Type & value)
    {
        stream_ << value;
        return *this;
    }

    std::string str() const         { return stream_.str(); }
    operator std::string () const   { return stream_.str(); }

    enum ConvertToString 
    {
        to_str
    };
    std::string operator >> (ConvertToString) { return stream_.str(); }

private:
    std::stringstream stream_;

    Formatter(const Formatter &);
    Formatter & operator = (Formatter &);
};

Example:

throw std::runtime_error(Formatter() << foo << 13 << ", bar" << myData);   // implicitly cast to std::string
throw std::runtime_error(Formatter() << foo << 13 << ", bar" << myData >> Formatter::to_str);    // explicitly cast to std::string