Is there any harm engaging in activities such as fishing or hunting? I personally do not do any hunting for mammals, however every now and then I may go out to catch some fish or squid since we have some varieties around here which I really enjoy eating.
I tend to release the majority of fish I catch due to feeling a sense of sorrow for the animal (hooks are painful). In retrospect, even if purchasing fish from the market, it had to go through the same process of being caught (whether by net or hook) then was slaughtered. The only difference is that (unless purchased alive) the catch and slaughtering process is done by someone else.
I am not a vegetarian and do not feel the need to be, however I do feel a sense of concern for animals going through pain and death.