A couple of years ago i started asking the same questions you are asking now, and started to think about all the chemicals that i was applying to my body on a daily basis. At first i started switching over to Lush products as they are generally better but the prices can be eye watering. Anyway after much research i have started making a lot of my own products, pre-shave oil (that's just blending mostly), shave soap, shave cream, post shave balm, moisturizers, hand cream, deodorant and bath soap. It has become quite the hobby, and with Google and Wikapedia i am constantly looking up ingredients to learn where they come from and whether i want to use it.
I guess the point i'm trying to make here is that whilst many people don't want to spend their spare time making soap etc. you can bet that some one locally to you is making a little cottage industry out of doing just that, see if you can find them and support local business's, help the environment and be reassured about what you are putting on your body.
But even taking just small steps,
ditch the face wash, body wash and shampoo, switch over to just one bar of good quality soap, probably cost you less than a fiver