If an assumption can be made that you won't put null values into the map then it can be rewritten where it doesn't need to do the check described above:

  value = map.get(key);
  if (null == value) {
    // Handle no value in the map
  }

Any class correctly implementing Map in Java won't throw an exception if there is no value for an input key (http://docs.oracle.com/javase/6/docs/api/java/util/Map.html#...) and some don't allow you to put null values in to begin with (http://docs.oracle.com/javase/6/docs/api/java/util/Hashtable...).