Honestly at this point, I feel like the ethical thing to do is "steal" digital and buy/borrow physical, the copyright surrounding digital goods has been so thoroughly gamed in the favor of publishers.
I used to buy my ebooks until I realized libraries had ebook catalogues. A large portion of the books I've borrowed are sales the author lost, they ought to be compensated somehow.
I'm out of the habit of using the library because I was far away from one, but my normal approach is to just buy the physical copies of the book, regardless of whether I read that or the physical one. There are publishers who go out of their way to be drm free and i do make a point to buy those (Tor comes to mind).