You have to use your own judgment in selecting your reptile or amphibian, no matter where you buy it. Choose one with bright eyes, an alert demeanor, and no visible injuries; and if you can see the animal eat a food item you can readily obtain, choose that one. An animal that refuses food may not be hungry, may be too stressed to eat, or may have something seriously wrong with it that you can't see.
Wild-caught versus captive-born
Whenever possible, buy or adopt captive-born animal as opposed to those that are caught in the wild. Those that are captive born won't affect any native populations. You aren't removing anything for any wild gene pool, and wild populations aren't affected at all.
Captive-born young are already acclimated to life in captivity. Snakes, for example, that have been raised in a rack system, where each cage is as deep as a dishpan and the lighting comes through the ends of the translucent pans, not from above, are used to these surroundings. They feed and breed quite well in them.
Captive-bred animals are often much easier to feed. For snakes, they're already used to prekilled lab mice or lab rats. If the mother snake is accustomed to an odor of her food, or even if she's accustomed to the odor of a food item she won't eat, her young consume that food more readily.
Is there any other difference between wild-caught and captive-born herps? Sometimes the captive-born animals cost more. It seems odd that you can buy a ball python caught in Africa and imported into the United States for less than a captive-born ball python, but both care and money have been involved in producing that cute little U.S.A.-born baby. The U.S. breeder has paid his or her U.S. taxes and electric bill, and paid for his car. That person has also spent a lot of time coaxing his ball pythons to eat, cleaning cages, cycling the snakes so they'll breed, and incubating eggs.
Male versus female
Is there a difference between a male and a female pet herp? None that most folks have ever been able to see. Sometimes, one gender is a different size than the other. Sometimes they may be different colors. As a general rule, however, one sex doesn't seem to make a better pet than the other. The only time that gender may make a difference is with green iguanas. The adult males can become aggressive toward their female keepers, and that's "leap off a branch and repetitive biting" aggressive.
Adult versus hatchling
Buying an adult herp puts you on the fast track in terms of maintaining that herp and possibly breeding it. The animal is adult, which means it has survived the mortality period of youth. (No matter where you get a herp, hatchlings have a high mortality rate. Not every one of them survives to reproduce.) Once acclimated, an adult animal can reproduce, which means that you won't spend two years or so caring for it until it's physically large enough and capable of reproducing.
Buying an adult herp doesn't mean that you won't have any problems. You have no guarantee that your adult herp will accept whatever foods you offer him. For example, our stubborn friends, the ball pythons, are one very good example of "I won't eat and you can't make me," whether adult or hatchling. You also have no promise that the animal will breed, even once you acclimate him.
If you can get your adult herp to eat, however, feeding him is easier than feeding a hatchling. For example, some hatchling snakes are so tiny that they can eat only pinkie legs or anole tails, and snipping off the legs of frozen pinkies and tails off anoles is way down on anyone's list of fun things to do. Some dart frog tadpoles eat only infertile dart frog eggs, a real challenge for even the most devoted herper. Young salamanders eat blood worms or tiny bits of pinched-apart earthworms. (There's just no other way to divide an earthworm into 1/8- or 1/4-inch frog- or salamander-mouth-sized pieces other than pinching them apart with your fingernails. Earthworms are just too slippery and wiggly to cut apart with a paring knife.)