I agree with eveyrone about setting up a quarentine due to parasites/illness, though I must say most wild fish I've seen certainly are in better shape than those I see dying in all the stores up here.
However, I do have some concerns. For example, if the fish have lived their entire lives in a certain type of water, with certain plants, bacteria, etc., couldn't suddenly switching them into the aquarium environment prove detrimental? While "wild water" may not seem as safe and clean as aquarium water, these animals have been growing used to it for quite some time now and that drastic of a change could be a system shock. Consider the people who drink the water in mexico every day because it is where they live, yet tourists go there and are terribly ill from it. I'd imagine the same could hold true for fish, but water for a fish is not just a beverage, it is their entire environment.
The diet change might also be considerable. Once more, they have been eating what is available to them in the wild all along, so not only will changing the diet be drastic, but it could also cause digestive upsets I'd imagine.
Aquarium fish are also used to people; wild fish are probably fearful of them, so suddenly being in a glass tank, eye level with humans and surrounded by home activity, could be absolutely terrifying. Frightened animals don't eat well, have lower immunity, and generally aren't too happy or healthy.
But....
I've never tried anything like this personally, however, but as a vet tech and wildlife rehabilitator, I'm just thinking of how major changes in environment and diet, particularly with wild land animals, causes trouble, and assume that the same would be true, though maybe to a lesser extent for fish.
Perhaps you could capture a "test fish" to see how it goes? It would be unpleasant to capture a whole lot of them and have them all pass away because they can't handle the stress of captivity.