Some of the fish that are very hardy you can get tank bred... most clowns, some gobies, a few pseudochromis, maybe some others. You can also get corals that have been "bred" in tanks, or in aquaculture facilities.
Keeping salt water fish isn't really harmful to the environment if you do your research first, and pick out fish (and corals, and inverts...) that have a very good survival rate in aquariums. The only SW fish I've lost was a neon goby, which was tank bred. Essentially, if you get fish that have a great survival rate in tanks, then you won't be buying fish every few weeks to replace them, and you'll encourage stores to only buy sustainable fish because the rare, difficult fish won't be bought (similar to not buying dyed fish). One of the fish that should definitely be avoided is a cleaner wrasse, because these have poor survival in tanks and they are needed in the environment, there have been studies showing adverse effects on the entire reef when cleaner wrasses were removed.
You should also make sure fish that you purchase were caught without poisons (which you can usually tell by looking at them in the store), by net catching... the poisons that are used to catch fish some places tend to kill of the fish, and also are usually just sprayed around all over a coral reef.