I feed a lot of wild moths when they are available. I believe they can provide your chameleon with nutrients that are not found in regular feeders, and that the benefits outweigh the drawbacks. The drawbacks are that the moths may could have been exposed to something that will make your chameleon ill, or they could have parasites. I live out in the country a bit, and am not really afraid of pesticides, but if I lived in the city I would probably reconsider feeding them. As far as parasites go... I have fecals done if the chameleons look like they are losing weight, lethargic, etc. and I have them done every few months regardless of health. If they have them, I treat accordingly. The truth of it is... your chameleon can get parasites from the farmed food you feed them, too.
Does anyone feed flour moths (pantry moths) to their chams? The other day I took out a bag of cornmeal, inside a ziploc, and there were moths in it, so I threw it out. Later I thought, they're pretty small...maybe...?
I'm sure the experienced moth feeders like Heika already know this, but for the newer chameleon keepers: make sure you identify the moths before feeding. Many caterpillars have stinging hairs, and the adult moths may have irritating stinging scales. All moths have scales, the dusty stuff that comes off when you touch them, but only the ones that were toxic as caterpillars may have the irritating scales as adults. It's not too hard to ID a moth if you are internet savy, then you can just read up on it and make sure the caterpillar for doesn't have stinging hairs. In a short time, you will become familiar with the species common in your area. The scales probably wouldn't kill a most chameleons, but they might turn him off from eating moths again and there is always the possibility of your particular cham being allergic. They have been known to cause severe allergic reactions in humans. Chams sure love the non toxic ones though, you can find plans for a simple moth trap via a google search.