What are some ways to be a more ethical consumer?

This is a broad question, but I don't really want to narrow it down because I feel like we see unethical issues across so many industries. I want to be able to buy clothes knowing that I'm not supporting child/slave labor just as I want to be able to buy a videogame knowing that the people who created it had time to go home to their families each night. And if the clothes were made with child labor and the game did have a horrible development crunch? Well, those aren't places I want to put my money, even if I'm interested in the product.

Price and convenience used to be the kings of my spending habits, and I was solely interested in products on my own terms. I have no doubt that I have bought many items that have supported the suffering of others. Now, I am much more concerned with a product as it exists in context, and I'm willing to pay more for companies that do things "right." The problem is that this context isn't always available. Most companies are not exactly upfront with their shady practices, after all. How do I know if, say, the bluetooth speaker, quinoa, or dinnerware that I'm looking at was responsibly produced?

What are some ways can I make more informed decisions about what I choose to buy so that I can lessen harm (be it personal, environmental, or otherwise)?

How can I find out which companies support practices that are in line with my values? If anyone has any insight into particular industries, that would be especially valuable.