Presuming your budget can incorporate it, buying ethically-produced goods often seems like the right choice. A recent experiment suggests that we'd be more likely to buy ethical goods if the labelling was more explicit.
A study conducted by Melbourne Business School first presented participants with information about how palm oil production can be damaging to orangutans, and then offered them a choice of products, one of which contained palm oil. Unsurprisingly, participants tended to choose a packet of crisps which featured an orangutan-friendly sticker over one that didn't (even though neither listed palm oil as an ingredient, since it can be listed simply as 'vegetable oil'). However, given a choice of two fruit bars, one of which listed palm oil and one canola, participants tended to choose the canola version, even if their own personal view (elicited via an earlier questionnaire) was that ethical shopping wasn't necessary.
MBS professor Jill Klein drew two conclusions from the research: that people are heavily influenced by the clear labelling of ingredients, but that such labelling is more useful when consumers also understand the impact of their choices. If you want to identify ethically sound goods while shopping, the previously mentioned Shop Ethical app could be helpful.