Why Wild-2?

Comet Wild-2 makes an excellent candidate for NASA's Stardust mission because:

It is a short-period comet that returns to the sun every few years and offers more opportunity for study.
It is new to the inner solar system, which means it is in pristine condition. Because most of Wild-2's life was spent in the icy, distant reaches of the solar system, far from the sun's vaporizing warmth, it should have lost little of its original material. It will have passed the sun only five times by the date of encounter with Stardust. In contrast, Comet Halley has passed the sun more than 100 times.
It will be in the right place at the right time to allow Stardust to collect samples successfully.

Comet Sightings
Wild-2 makes a better study subject than any of these other comets that have been sighted recently:

Comet Hale-Bopp, spring 1997: Large comet, about 25 miles in diameter, was the brightest comet since Comet West in 1976.
Comet Hyakutake, spring 1996: Small comet that flew unusually close to Earth had one of the longest tails ever observed.
Comet Shoemaker-Levy 9, summer 1994: Breaking into 21 pieces, it put on a spectacular show when each fragment crashed into Jupiter.