I'm not - but then again, I do pay attention as to where I collect from. My hermits/snails/crabs/mussels come from the same place I collect NSW for water changes. I try to avoid places that have storm drains nearby, I don't collect after storms, near active boat ramps, or other places where contaminants and run-off could pollute the water. Since I've been collecting NSW, for the last two years, I've not noticed any problems with my reef that could be traced back to the water. I also know guys that have collected from the same places, for over 8 years, with no noticable problems. That said, there could, of course, be problems that I just haven't noticed (ie chemical buildup in the animal tissue that takes years before damage becomes apparent, metals buildup in the LR or sandbed, etc.). However, I don't think so. I'd guess the biggest potential danger could be from the mussels, since they are filter feeders and can quickly buildup pollutants in their tissue that would be released in the tank when they die. I think that from where I'm collecting, things are safe, but YMMV.
Ken
PS: I looked at Gojira's tank this morning (See, I finally named my peacock!). It's really really grisly in there. On one side of the tank are the remains of multiple hermits, legs, heads, abdomens, etc, tossed to the side of the yard like beer cans after a trailer-trash party. Skulking around under rocks and in corners are the surviving hermits and one crab, chewing on leftover limbs. Back in his cave, Gojira was doing a bit of housecleaning, carting out armloads of sand, and the occasional hermit body-part, while the remaining hermits scatter every time he makes an appearance. At this point, Gojira really isn't paying attention to the crabs - I'd guess he's gorged himself at last night's feast and will probably be taking the day to sleep it off.
Major water change , and removal of the "beer cans" in the yard, when I get home tonight.