It depends on many things really. My personal experience is that wild caught clowns are more likely to find and know what they are as compared to the tank raised. However, tank raised fish are going to be better, easier to acclimate and feed.
Also you need to consider several things. Only certain anemones will be hosted by certain clowns. However there are certain anemones sold in the trade that are "cheap" and will not only be incompatible with your clown but could in fact end up eating it.
Best thing is to decide if your tank has the proper lighting and waterflow. Then if you are willing and able to offer feedings and care to keep the anemone happy. Since they can be tricky buggers sometimes. If that's a yes, then you should research the compatibility between different clowns and anemones to find which are suitable for one another.
As a side note. clowns do not NEED an anemone. In fact they will do odd things and host many different items. Power heads, filter tubes, rocks. I've even seen one try to feed its power head before.
Hope this is allowed, but this chart seems to have a pretty fair handle on compatibility.
Here
Personal opinion mind you.