I think if the fish you want is available as tank raised, you should get it instead of wild caught. Even if it means parting with a few more $. The tank raised fish has a better chance of survival since it has spent its whole life in an aquarium. It will already be eating the kind of food that you're going to offer it.
However, if you feel the urge to keep the elusive snaggletoothed shagbat, which as we all know is not available tank raised, and you think you have a good chance of keeping it alive, then go for it.
I think the biggest crime is to impulse buy a fish without knowing its needs. You know...the guy who buys a purple tang, chunks it in a 10g tank, and trys to feed it carnivore pellets.
As I said, I'll buy tank raised if I can get it.
Life is not measured by the number of breaths we take, but by the moments that take our breath away.