I don't do it, but there are several folks who fill a couple of trash cans from the Gulf of Mexico and use in their reef tanks. They haven't had any water issues that I am aware of. I do know they go out at least 17 miles past our barrier islands where the water is much cleaner.
125 gl (72.5x18.5x22), 33 breeder tank sump, 3 maxspect led, Diablo protein skimmer, 1"live sand base, 175lbs live rock, 2 Orange Clowns, 1 yellow tang, lawnmower blenny,several mushrooms and leather corals, a couple small acro's and a standard cuc. Tank transferred from 55 on 24 Dec 2011