Way to abort execution of MySQL scripts (raising error perhaps)?

Question

I need to write setup scripts for MySQL (usually run using 'source [file]' from mysql console) that depend partly on existing data, and there are differences in environments, meaning that sometimes script does fail. A common case is that a 'SET' statement with a select (to locate an id) fails to find anything; console sets value to NULL. In this case I would like the script to fail; I have heard this would be done by raising an error (with other DBs). However it appears like MySQL didn't have a way to do this.

Are there good ways to force failure under such conditions? As things are now updates will fail when insert tries to use null, but even that does not terminate script itself. Ideally it would just fail and terminate as soon as a problem is encountered.