If you can buy it from official resellers, it would be the best. Another is to buy it directly from the company. But in the process of buying a hardware from the company, they may store your details like email, home address and what that can be used to easily know about you or where you are living.
Of course, you should buy them from official sources like if you want to buy Trezor then visit there official website and buy it from there official website.
(Trezor). Or if you want to buy a ledger HW then visit there official website
(Ledger).
Better not to use Ledger Nano as an example. Because of this:
Ledger Recovery - Send your (encrypted) recovery phrase to 3rd parties entitiesLedger do not care about your privacy.
There are possible ways of buying hardware wallets, but the most popular are online. You just need to find a verified dealer who is trusted and licensed to sell and distribute the preferred hardware wallet. Amazon is one of the online shops that I know deals on stuff like this, and most hardware wallets also have their own online shop where you can order and have it delivered to you nation-wide.
If you are buying from Amazon, make sure you buy from authorized official reseller if they are selling it on Amazon. There are some products that do not have official resellers on Amazon, some hardware wallet sellers are not official resellers.
I haven't heard any offline store selling hardware wallets. If they are then avoid them as they might have malware or spyware. The best way to buy hardware wallet is directly from the manufacturer. All of them have online presence, some of them do not ship to a few countries.
The resellers have a phone number, email and street address. Very possible you will be able to buy it offline if you are close to where they are.