Ok, seriously.
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.
Heika