Environmental Defense pocket guide. It targets these "Toxic 10" ingredients that we need to avoid:
BHA/BHT, coal tar-derived colors, dibutyl phthalate, formaldehyde-releasing agents, fragrance, parabens, petrolatum, siloxanes, sodium laureth sulfate and the closely related chemical sodium lauryl sulfate, and triclosan.
Another helpful source for information, including an extensive database that lets you test the safety of your current products, is Environmental Working Group's Skin Deep database.
Get used to reading the fine print on products (even those touted as natural) and get to know safe alternatives, like Canada's own Green Beaver.
Beauty departments are dangerous places...be careful out there.