Usually the big draw for wild caught are the genes for your breeding program. This may mean diversity or even a different look (EG Wild
Discus).
Tank bred can be much nicer for your F1, F2, etc. Not so good for tight bred F1,000,000. They survive in common water (usually).
For some things you have no choice, you will not fine a mega, triple blue, chrome, long fin, clown, etc, Angel in the wild.
It is always good to know your source. A good LFS knows exactly where their fish came from. So for example
Anglemania.net has bred all their blue angels to the point of being fragile not to mention looking NOTHING like the pictures they have of them.
vs
My LFS where the owner talks about the guy who put on scuba to catch the fish at location X. Come to think of it they do ship some fish.
Some people do not have the luxury of an awesome LFS and have to go online. For online shopping ask around. Some places like The Wetspot (IIRC) have a great reputation. Others invent fish like this
A beautiful example of Photoshopius Dishonesticus. Sold as a rust cory.
When in doubt ask around and check the BBB. I also try to avoid any place that lists every fish under the sun but all are "out of stock"