You need two pieces of information: What sort of natives do you want? And what do your state regs allow? If you want to catch a bass or other sportfish for your tank, you'll need to follow the state regulations on acceptable capture methods, size limits, etc. Same goes for non-game and "bait" fish, though the rules are usually much looser there.
Many of the smaller fishes, and juveniles of bigger fishes, can be caught with minnow traps and dipnets. If you want to greatly increase your efficiency, get a seine and a partner to help pull it.