How bad is the environmental impact of shipping/delivery?

I've recently started trying to improve my environmental impact, so I apologize for what might be a very basic question, but how bad is it to have items shipped/delivered to you, rather than picking them up from a store near you?

I'm specifically interested in two situations:

1. If I'm buying a specialty, zero-waste product that's not available in stores nearby, which is worse: having it delivered directly to my house, or having to drive a good distance in my own car to get it? Are the two roughly comparable, or is one considerably worse than the other?

2. I use a service called PaperBackSwap that is sort of like a big, distributed, online used bookstore. You give away books from your collection to people who request them, and for each book you send out you can request one to be sent to you. I like that it's putting books in the hands of people who specifically want them (as opposed to donating them or selling them to a used bookstore where they might be shelved indefinitely or pulped), but now I'm sitting here wondering how bad it is for that single hardcover of mine to travel halfway across the country. On the other hand, the book is getting reused, potentially multiple times if it then gets requested by others after that. Should I be considering this good reuse, or a waste of resources?

Outside of those two, I'd welcome any primers on the topic at large, as well as any best practices with consumer goods that I can start putting into place. I've already done a lot to find plastic-free alternatives to a lot of what I use, but I don't know if I'm trading one ill for another by getting them from places that have to send them from hundreds of miles away.