I collect some of my own stuff. Most of the local fish that I like are not reef compatible, so I do not include them in my reef, but I have stocked them in other tanks. I do have neon gobies I collected in my reef though.
You can't touch any hard corals, sea fans and have to adhere to size and bag limits, but follow those rules, and it can be rewarding. I do dip specimens before adding to my tank for safety, and if you could quarentine even better, but I have never introduced disease to my tank.
Some things I have added that I collected for my reef include nice green zoanthids, brown palythoas, bright red cluster duster, feather dusters, purple body encrusting gorgonian, bright red sponge, emerald crab, bue leg hermit, turbo snails, banded coral shrimp, peppermint shrimp. I still need to go get some anemone shrimp, ricordia, and a nice colored gorgonian. Just remember you cannot take rock, so extreme care is needed to collect things that are attached.
Bill