We derive various error exponents for communication channels with random states, which are available non-causally at the encoder only. For both the finite-alphabet Gel'fand-Pinsker channel and its Gaussian counterpart, the dirty-paper channel, we derive random coding exponents, error exponents of the typical random codes (TRCs), and error exponents of expurgated codes. For the two channel models, we analyze some sub-optimal bin-index decoders, which turn out to be asymptotically optimal, at least for the random coding error exponent. For the dirty-paper channel, we show explicitly via a numerical example, that at rates below capacity, the optimal values of the dirty-paper design parameter alpha ff in the random coding sense and in the TRC exponent sense are different from one another, and they are both different from the optimal alpha that is required for attaining the channel capacity. For the Gel'fand-Pinsker channel, we allow for a variable-rate random binning code construction, and prove that the previously proposed maximum penalized mutual information decoder is asymptotically optimal within a given class of decoders, at least for the random coding error exponent.