I do order from online stores quite a bit, but at least I minimize what data they have on me. For example, even before I started caring about privacy, I just happened to always receive the goods in the store’s physical office and pay in cash (the former - because delivery to your door cost extra, the latter - because I was and still am uncomfortable using a card, especially online). That actually excludes the biggest Amazon-like marketplaces (we don’t have Amazon itself, but have several similar ones), since they require prepaying for the order.

Recently I also started ordering without even interacting with the site - I just ask the cashier to order for me into this particular office, and decline when they ask for a phone number for the notification, saying I remember when to come and pick it up.