Yes, wild caught salmon is by far the best. Once you've had it, farm raised salmon is definitely sub par.
I live in Seattle, so I can have fresh salmon on occasion. However, most of what I eat is the flash frozen stuff. They catch it and freeze it on the boat to keep it fresh. Then they thaw it later, filet it and put it out for sale. All of the Costcos around here have it. If you look closely, you'll see "previously frozen" or something like that on the label.
I wonder if Costco carries it nationwide, or it's just a regional thing. It's seasonal around here, but it's around much of the year.