Hi bud , yes many people use natural sea water and i would be doing the same thing if i was still close to a ocean . Only issue with this is that if you collecting it yourself , thw issue is finding water with no pollution . Also i put my water through a diatom filter before adding it too my tank which was a page taken out of Paul B's handbook .
If the "natural" way is what intrigues you , i would highly suggest searching for Paul B in the user search option and read up on what he has had to say as well as just researching "natural tanks" . Paul be has a wealth of knowledge and he has never be scared or selfish when it comes to sharing what he has done and how it works for him . But its up too you , cant say there is a proper or improper way of doing your tank , its what will be best for you and how much time you can spend on it . Me personally , i am a huge fan of natural sea water .