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The "wild versus farm raised" fish controversy rails, due to commercial feeding practices on the one hand, and pollutants on the other hand. If you can control the raising of your own fish, there is no question that you can raise a healthier fish yourself.
A fair sized aqua-culture system is not difficult to set up, or maintain. Most fish farmers raise fish through the warm months only, avoiding issues with freezing water, but you can also heat the water through the winter. There are many creative ways to do that (one is by pumping water through pipes in hot compost).
Fresh fish is better than the stuff you get from the store, which always seems like it is right on the edge. And when you can assure that the fish have been fed wholesome foods without chemicals, you get healthier food, as fresh as it can be. You can also assure that the water used is free of pollutants, such as mercury, or other industrial pollutants, doubling the benefit.
Fish may be fed on vegetable scraps, insects (there are many ways to raise worms, larvae, and other insects, and to set up auto-feeding stations as well where the insects self-harvest and drop into the water), brine shrimp (a good source of iodine if you use sea salt for the brine shrimp), small freshwater shrimp (fairly easy to raise in a separate tank), as well as ground fish scraps (from harvested fish), or ground butchering scraps. Diet depends on whether you are raising herbivore, omnivore, or carnivore fish.
Fry may be purchased through a number of outlets, and it is also possible to set up breeder tanks alongside grow out tanks, so that you can keep the fish producing year after year without having to purchase fry each year.
Raising your own fish eliminates the controversy, and provides clear health benefits.