My personal preference is to avoid buying directly from pet shops or backyard breeders as I don't want to give them money for buying from rodent farms - that said I do indirectly support others buying irresponsibly from pet shops by being ok to get hamsters from gumtree or wherever who need a home and who were probably bought from a pet shop or backyard breeder in the first place.
Our pets are a mix of from good responsible breeders, from the P@H adoption centre (yup still from a rodent farm most of the time but at least the money paid goes to charity) and other animals who've needed a home - be that through people we know, preloved, gumtree or a good rescue (the one we've got a few animals from is
Notts Nibblers but they aren't the only rescue I think highly of).
We have had health issues in animals who haven't been from good responsible breeders but we accept it as one of the potential consequences of choosing to get that animal. We've knowingly taken in a few with behavioural issues and again we regard any bites or difficulties taming as a consequence we knowingly risked facing when we chose to get the animal(s) in question. Plus even going to a good breeder doesn't guarantee there'll be no problems - it just reduces that risk to a level many are happier with.
I do like knowing our pets history but I'm fine not knowing too, for example I love that Muddle and Rusty are related but I love Teddy just as much and most of the info we were given about him when we got him was clearly incorrect. If we know the history affects our decision slightly but mostly in that if we can't be sure its not a backyard breeder then we do stay away. If we believe they genuinely just want rid of the animal for whatever reason we're ok to get it despite not knowing its history. Breeder animals obviously we get if we wish to get them and its a lovely change to know so much about them and sometimes get them younger than most of our animals have been when we got them.
I think an ethical pet shop would be great but unfortunately I'm not sure how profitable it would be. A lot of people would probably prefer to go to wherever was cheapest and generally the lower the price the lower the quality.