More to the point, are you setting up a new aquarium, for use with local marine critters, or are you wanting to drop "little Mikey hermit crab" from the beach in with the already established store-bought environment?
If you are interested in setting up an all-new endeavor, with creatures just from the beach/local tide pool, you should check local and state regulations for gathering sea creatures at the beach in question. Rules vary from beach to beach, and state to state. As noted in another forum, you might even get a ticket for taking a rock! Or, you might be permitted to gather some things but not others.
If you want to introduce local life, rocks, etc., to your already existing aquarium, best not try. Things you bought at the store have been (in theory) tested and treated and given a "clean bill of health." Beasties, rocks, etc., coming from the beach are almost certain to pack some freeloaders such as parasites, diseases, etc. Though these things may not be evident on first inspection, they may turn up later on.
If you're interested in starting a coldwater marine aquarium featuring local critters, I'd love to hear from you as I'm forming a hobbyist-based (not for money) focus group on just that!
aric_001@hotmail.com or keep in touch through this forum and site!