What is the best way to catch wild yeast for sourdough?
There are two schools of thought as to where wild yeast comes from for a sourdough starter. One is that is in the air, the other that it is present in flour.

Having made a few starters myself and trying different methods, I am of the opinion that the latter is more likely. I have had just as much success with starters I have simply mixed and put in a sealed jar as with the ones I have walked around the kitchen, vigorously stirring with my hands and so on.

You can maximise your chances of having plenty of yeast in your flour by buying organic, as there will have been no chemical treatments which might destroy the yeasts, but any decent flour should have more than enough yeast naturally present to make a starter with.

Yeast, however, is just one aspect of sourdough - you are also looking to cultivate various Lactobacillus species which produce lactic and acetic acid, which is what makes sourdough sour. These are everywhere and so there is no problem with finding them. 

However, there are also 'bad' bacteria species that can make your starter go bad. To minimise the chances of this bad bacteria multiplying, it's a good idea to lower the pH of your starter, and for this reason I have had much more success with starters that use pineapple juice. Follow the recipe in this blog, replacing the water on days 1 and 2 with normal, unsweetened pineapple juice, and you'll be on your way.