I am not preaching that tank raised is the only way to go (I actually own a wild caught saddleback clownfish myself) but it seems to me that if the fish you want is available as an aquacultured specimen, why not?
Here is some info from "Clownfishes" by Joyce Wilkerson...
Tank raised clowns (in general) are more accustomed to people, their fry are easier to rear (calmer, less demanding of high water quality, and more tolerant of foods), they are always young fish, they are already acclimated to aquarium life and aquarium foods, they have been exposed to much less shipping stress than wild fish (which may be handled by a collector, a wholesaler, an exporter, several airlines, a customs inspector, a distributor, and a retailer before you get it). Furthermore, tank raised specimens harbor fewer internal parasites than wild caught counterparts.
Some people claim that tank raised clownfish do not host anemones as readily as wild caught ones, but this isnt necessarily true. Many wild caught clowns will never host, and many tank raised ones will. Its sort of a luck-of-the-draw thing so I wouldnt let this be the deciding factor in which kind you decide to buy.
Ultimately, its up to each hobbyist to decide the inhabitants in their tank...