Shop at local businesses as much as possible. In my area, this is somewhat viable. I'm not holding my breath on much of the populace actually doing this though. If we haven't boycotted Walmart by now, we're not ever going to.
Unfortunately a lot of local business seems to be "here, let me order that for you (more slowly, with a mark up instead of a return policy)."
Most people I know genuinely want to support local business, but simply can't because local businesses do not provide them any additional value for the often higher price.
A functioning local economy is a nice perk for the money.
The essence of the problems with both the online surveillance state we've created and the burgeoning meatspace one we're sprinting towards is that people (in America, at least) have effectively ignored the knock-on effects of their purchases for the last, I don't know, 50 years or so. The cost of a functioning downtown is a couple bucks more, the cost of a local economy that's worth a damn is a couple bucks more, the cost of knowing where your products came from and that there's not a dead body or slave labor in their past is a couple bucks more.
I'm not gonna judge someone who says "I can't afford a couple bucks more," but if you're on this site and working in this industry and you're mad that Rite Aid is stalking you, pay a couple bucks more.
I think that's it in a nutshell and it's something I've decided to do...pay a couple bucks more. Or, in a lot of cases, re-evaluate the purchase and pass altogether. Many of the things we pick up from WalMart aren't really necessary.
I think it's more of a question of what the economy functions on. We don't need people tied up in waiting for customers' orders and sending away for them over several weeks. It isn't productive. A local economy that's based around a similar scheme is only accessible to those with disposable income, and will tend towards items that are superfluous to begin with (if I need something, I find it as quickly as possible; I'll only wait if I don't care that much). This strikes me as a situation lacking in sustainability.
If part of the value proposition includes not being stalked, that becomes more compelling. However, it's often the small guys that explicitly try to build their phone number database. The confusion when I ask if I can just "skip it" tell the story. Either way I truly hope the situation improves.
Having relationships with real-world people is really nothing like a faceless corporation compiling a database on you and I think you probably know that.
Edit: I may have misunderstood the tone of your comment. Are you implying it's bad that people at your local store might know who you are? I should have my coffee.
Yup - then the whole world won't be able to automatically know you. It seems like a decent trade-off. We've already been using that model for many, many years.