Short answer: No, it is not bad practice, as long as the controls were designed for Windows Phone
Long answer: You should always make sure that you know the source of the controls. Although a lot of third-party controls are of solid quality, some of them might be resource hogs if created by unexperienced developers. The controls bundled in the stock SDK are optimized by Microsoft devs, following the proper design and perf guidelines. There is no such guarantee with controls coming from external sources.