All plants take up nutrients, so my answer would be no... none is really "better" at it. Hyacinth, water lettuce, parrots feather - all float, but as
@Linus_Cello mentioned, many of these are being banned in various parts of the country. Watercress is great at catching fine debris and grows like crazy. Anything you can plant directly in the pond is better than plants in pots. Post a photo of your pond (or link to it if you have already) and we can share more suggestions!
As for "wild" plants - I've done it, but you do want to be careful. Make sure the plant is clean (I knock off all the dirt and rinse the roots until there's nothing left but plant), quarantine it for a bit to make sure you get rid of anything that might have hitched a ride, and mostly be sure it's legal to take whatever you're taking from wherever you're taking it. Far better, I think, to find other pond people who are willing to share. Craigslist or a local Facebook page are some good sources.