is it wrong to withold a source?

My personal call is that it would be a situation-dependant thing.

If the source is nothing special and exclusive access isn't an issue, then sure, why not?

If the source is something exclusive and a bit of an "insider tip" that gives you an edge that would be eroded by spreading the word around everywhere, then I would defer to those that say, "It's your source.". The fishing hole analogy is great.

Basically I would let someone in on some very valuable information if I have a good and familiar relationship where you trust this person, it's okay to tell him not to tell anyone else, and where it would be okay to call him out on it and say, "Hey man, did you tell anyone about that or something?!?" Harder to do this with a stranger or casual acquaintance.