The previous statement about New Fish is incorrect. They do medicate many (most) fish upon arrival and during their quarantine period on a prophylactic basis. Some known sensitive fish including but not limited to leopard wrasses and angels are observed and treated as necessary but generally are not medicated.
In my opinion, prophylactic medication is great, but unless you plan to do this with every fish you add, along with a fallow period for every invertebrate, sessile and mobile, it isn't worth it (this is best practice though). All of the common marine ailments, whether parasitic, bacterial, or fungal, can be introduced on anything wet.
All of that being said. The healthiest fish I ever purchased when I lived in Chicago came from Aquapros. The least healthy fish came from Reefwise. All of the other stores were somewhere in between.