Have you come here lately from Search Engine and got an outdated link? So sorry about that. I lost lot of my pageranked pages because of choosing-or-not to choosing sh404sef plugin for my Search Engine Friendly thing. You better stick with one option from the beginning, using only core SEF or a 3rd party's.
So if you came here and got 404 error missing page, you will notice the default error page (with the red bar and text explains) came from the Joomla system. That error page can be overriden and customized to our preference and I have made change that default one yesterday. Take a look at Lab 404 error page here for an example. This page use the same css and image files from our latest free vCard template.