The first time you hatch you want to be using free or nearly free eggs. Because it's not a science - plug and play. It's an art, requiring skill, thought, a learning curve and practice and an application of figuring out what works for your individual environment.
It's good for you, it's helpful knowledge because broodies mess up and leave you with eggs that still need incubation - only they now refuse.
The whole hatchery (chemical/vaccination) hoorah isn't that big a deal either way.
But hatchery quality birds.... are hatchery quality birds, they're not likely to meet the breed standard, one in a million is actually ever show quality - maybe not even then because hatcheries do WHATEVER it takes to make more birds, even if that's crossing to another breed and not admitting it. They also BREED for birds that LAY eggs but rarely or NEVER go broody - because broodies don't LAY aka no profit in it.
If you're going to learn to hatch start with cheap or free, local, unshipped eggs and work up to buying eggs from a GOOD BREEDER who is breeding quality birds, hopefully birds that are also broody if you fancy that. Some breeds just don't.
Buying expensive, shipped (more fragile and harder to hatch eggs) and doing an incubation the first time is usually a bad combination.
Get a bator, learn ALLL you can about hatching, practice with cheap or free eggs. While you're learning it's not bad to have a set of hatchery chicks in. If you feed them properly and keep them well from the moment you get them at two days old - that whole "chemical" exposure thing REALLY doesn't amount to much. It's how you feed, water and rear them, after you get them or hatch them, for their lifetime's matters much more.
If you have chicks and an incubator you won't freak out at a failed hatch, because you'll have fuzzies to care for, and while fuzzies become chickens you'll be learning an incredibly useful skill, that you will then already have when it becomes desperately necessary because you have eggs that need saving and no willing hen.
Do both. I did chicks, then incubation. Don't depend on hatchery birds to be high quality, or great examples of a breed but hens will lay and roosters will fertilize eggs. Once you get things down, you can bring in high quality stock.