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What should a JSON service return on failure / error

I'm writing a JSON service in C# (.ashx file). On a successful request to the service I return some JSON data. If the request fails, either because an exception was thrown (e.g. database timeout) or because the request was wrong in some way (e.g. an ID that doesn't exist in the database was given as an argument) how should the service respond? What HTTP status codes are sensible, and should I return any data, if any?