Is this a good idea?

I'm currently on the Gulf Coast and have plenty of access to seawater, sand, macro algae. Is a terrible idea to put some of this in my luggage and bring it home, and put it in my tank? Has anyone done this before?

Not a terrible idea, as long as rules permit it, but I wouldn't put it straight in your tank. Anything from the ocean should get a long QT because there is a high likely hood of bringing over some unwanted pest.

i would be concerned with introducing some nasty bacteria into my tank like Vibrio vulnificus.

Many people do this. If you think that any collector is doing any kind of QT before they ship macro, or corals, then think again.

Make sure that the local laws and regulations do not prohibit collection. The person in the jeep/ranger with the uniform do not mess around.

You can also get all kinds of beneficial things like microfauna, bacteria that sterile tanks that start with dead/dry rock never get.