There are some species that I don't have a problem with, Bubble tip is a good one. Especially any captive propogated anemone (bubble tips are common). They should only be kept by very experience reef keepers though IMO.
The wild population are definately being depleted, they just don't multiply that fast. Couple that with the fact that the vast majority of anemone (especially Sebae) only live a couple month in captivity. These are animals that normally live for CENTURIES in the wild. It just seems wrong to me to pull one out of the wild with a 99% chance that it won't survive even a year.