#LocalBookshops treat their staff well, pay their taxes and don't track their users.
They're the most ethical way of buying physical books, they have selections curated by human beings, and if they don't have a book they can order it in (often within 24 hours).
You can find your local bookshops here:
UK
https://indiebookshopweek.org.uk
France
https://www.librairiesindependantes.com/
Canada
http://www.findabookstore.ca
Australia
https://www.indies.com.au