I picked up this guide today from a local shop for $6. It is devised by the Ethical Consumer Group Inc (www.ethical.org.au). They advertise the guide as a way to have an impact "with every dollar you spend".
The guide is larger than you are probably likely to carry around if you're just going to be popping into your store to get a litre of milk, but if you're doing your regular shopping and you're carrying a handbag it certainly wouldn't be a struggle to fit it in. You could then use it as a easy reference guide to compare products and make some informed choices whilst in the store. I think they also have a iPhone App.
All products listed in the guide have their production location listed (ie Australia or overseas), as well as providing a rating of the product based on things such as "areas of environmental and social impact, treatment of animals and accountable business practice." The guide also lists all the products in relevant categories, provides their names and their parent company's name.
I'll let you know if I find it useful once I try it out whilst shopping.