I tend to just capture the Pokemon that I want, but if I see a Pokemon that I don't have, lately I have been capturing them. I don't tend to use them to fill up my 'dex though, because I don't actually evolve them, unless its for an in-game trade, or something.
I only ever completed the Pokedex back in the RBY and GSC days; RBY with a glitch (Mew) and GSC with a cheat code for Celebi, since I never could find anyone with Celebi... and there wasn't even an event for it over here, as far as I recall.
I came close to completing it in RSE, but I was missing some key Legendaries, that I missed the Events for. in DPPt. I just couldn't be bothered... xD I doubt I'll ever finish the Unova Pokedex.