Go with CB. They're just as pretty, if you find ones that were bred and raised well; they're already adapted to captivity; and you won't be depleting wild populations (and you'll be far less likely to end up introducing disease or parasites into your system).
IMO, the idea that CB fish won't readily pair with an anemone just because they've never seen one is a myth. Instinct is a very powerful thing. My cats live indoors and get fed lavishly every day, and have never had to catch and eat their own food, but they still go nuts every time they see a bird or a squirrel. I really doubt that a few generations of captive breeding are sufficient to eradicate a drive that evolved over millions of years, and which is so strong that even captive-raised clownfish will attempt to host corals, algae, powerheads...