You have to realize that your talking about different species. It's not like breeding dogs to wolves (which is not a great idea BTW). It's more akin to breeding lions and tigers or horses and mules. Closely related but not the same species.
It is possible to cross some species of betta if they are in the same complex (for more info check out the IBC-SMP) but it is greatly frowned upon by most people. Many species of Betta are rare and even endangered because of loss of habitat in the wild. Diluting the gene pools of those species for the sake of experiment or hybridization is not an ethical goal to have.
For the more common wilds such as imbellis, smaragdina, splendens (there is a wild version of splendens) it is common to cross them with domesticated splendens. Crosses with imbellis and smaragdina are how the copper and dragon genes were introduced into domestic splendens. Even that is looked down upon by some breeders (why, I don't know.. I guess some breeders are just elitist).
As for finnage, cross a long fin with a wild and you'll probably see shortening of the fins which will have to be bred back to their desired lenght. Hardiness is really not a characteristic of wilds per se.. there are plenty of wilds that are extremely hard to keep unless you have perfect conditions. I don't think mixing wilds would make your strain any more or less hardy... that has more to do with how they are fed and raised and how the parents were raised as well.