PHP’s file_exists() will not work for me?

file_exists() needs to use a file path on the hard drive, not a URL. So you should have something more like:

$thumb_name = $_SERVER['DOCUMENT_ROOT'] . 'images/userphoto/1/2/2/59874a886a0356abc1_thumb9.jpg';
if(file_exists($thumb_name)) {
    some_code
}

http://us2.php.net/file_exists