You end up with extra steps
1. Do something, If success goto step 3, if fail goto step 2
2. Email the failure, goto step 3
3. Do something else, If success goto step 5, if fail goto step 4
4. Email the failure, goto step 5
5. Do something else, If success end with success, if fail goto step 6
6. Email the failure, end with success
Email the failure means an explicit call to msdb.dbo.sp_send_dbmail
The ending on step 5/6 could be different where if step 5 fails you fail the job and let SQL Agent handle that failure but for consistency I like this setup.
CEWII