Wild caught because they are without question healthier. Now, I should qualify this by saying that I kept very soft water fish, primarily Amazonian, and I had the ideal water parameters for these fish. It is no coincidence that the only time I ever had serious disease introduced to my tanks from new fish was when they came from chain stores or were the species commercially raised. South America has the Project Priaba, worth a read (we had a thread with videos on this several months back).
The diseases introduced on commercially raised fish involved internal protozoan, something that spreads through hatcheries like wild fire, and especially the SE Asian market. The only wild-fish disease I encountered was gill flukes in some Corydoras once, easily cured. And this over 30 years of fish keeping.
Now, if you are into livebearers, you will usually be dealing with commercial fish, you have no choice, though knowing a reputable local breeder should help. And I do not consider it coincidental again that the problems with fish like neon tetras, which are so weak these days and prone to disease (just look at the threads on TFF) is due to being commercially raised. The generations of inbreeding weakens the fish, adding to the problem.