Well first of all you'll only have a wet dream if you have a buildup of extra semen in your testicles. That means not masturbating for a few WEEKS (to be certain you'll have a wet dream). I could never wait that long
Besides, wet dreams suck. Just a few sexual images in your head, then you wake up with messed up sheets that you might not want to explain to your parents. You don't even feel the orgasm anyway; so it's more of a hassle than a... "puberty experience".