In my opinion... We should only be buying F0 fish if we intend on breeding them and distributing the fry. If not (imo) we should be satisified buying captive bred fish... This is to minimize the impact our hobby has on nature...
But once you decide to buy an F0 fish...
There are Cichlid distributors out there who do go out and import their own fish. Most of these guys are hobby fanatics and will give you the collection point and encourage you to breed true to the collection point. These guys I would tend to trust, but may still want to 'verify'.
I'm fortunate enough to have Ken Davis as a member of my local fish club so I've met him a couple times and he posts on our local forum. Once when I was interested in some Trimacs claimed to be F0 by Danny Thacker, I asked Ken if he knew the guy. Ken basically told me he would trust Danny's claim, therefore I trusted Danny's claim. I'm very happy with my Trimacs (Thanks Danny & Ken!)
There is no way to "know" by looking at the fish... so at some point we have to trust the seller, but I highly suggest you do not trust every claim made by every seller, as there are poeple out there who will lie to make a buck...