If given a choice I usually go with captive bred animals only because it can make their adjustment easier. As for parasites--regardless of wild caught vs captive bred--it's a good idea to get stool specimens checked for parasites every so often. It sounds like you've already bonded with the little fella. Go for it. One thing's for sure, a Chubby isn't going to leap out of your hands leaving you to crawl around on your hands and knees searching for him all day.