Sean Corfield has a good blog post on the oddness folks have seen in the past with the onError method and cfabort. The basic summary is: The cfabort tag will run your onError method if you have an onRequest method in your Application.cfc file. Read Sean's post for a more in-depth explanation of why.
p.s. I realized too late that - the mere fact I added "The Final Answer" to this blog entry means that it will, of course, change in the future.