it depends what sort of natives you want... FW, marine, inverts ect... somethings you just cant have. like out native FW crayfish, or small lobsters. also bass have to be a certain size to be taken for food. i guess size limits will apply for collecting too.
game fish may be off limits, not sure though. but for general coarse fish i think you can take whatever, as long as the owner of the lake/river doesnt mind. and you bear in mind the adult size of some fish, as you cant return anything you take. basically your in it till the end, unless you can find someone to take them, but it will be difficult.
most marines can be taken for food at anysize with the exeption of a few. bass, none under 27cms,
no small lobsters or edible crabs,
skate get to big as do most rays,
bull huss and tope get too big
cod, coalie and pollack get too big for most people to house.
and most marine fish will require a chiller. which can be expensive to run. so select fish that like warmer water.
i used to have a native marine tank. had some gobies and prawns in there. was great fun keeping them as well as collecting them. infact im now planning a 100gal native marine tank. it was supposed to be a tropical reef tank, but the total cost for what i want is just too much. the tank will now have some flatties, blennys some wrasse and some pout or bib if i can catch them. or some bigger pout flatties and a lesser spotted dogfish. the tank will be a fish only, no live rock. but will have some inverts, for asthetics, and for food.