Some people want to avoid an invasion of exotic species into the natural landscape. Others argue that native species resist pests better, and thus are easier to maintain. Some believe that natives are better adapted, so are less stressed by climate extremes. There is no single or simple answer to this question. And invasiveness depends on a favorable and available site.
Regional natives grown from regional seed usually resist regional pests well.
Tree species native to a given region may not do well in disturbed urban sites. Remember, though, your site must meet the cultural demands of the species. Always try a local nursery first. Their stock is usually more regionally adapted. For less common natives, you may have to order from catalogues of specialty nurseries.