"Ughhhhhhh.. Do I have to go on each individual website of every brand to see whether they're ethical or not?"

NOPE. Others have done the hard work for us (and definitely a more thorough job than we could have done by ourselves)! (P.S. Good use of the correct 'they're/there/their'.)

First things first (I'm the realest) - DOWNLOAD THE AUSTRALIAN FASHION REPORT. This report will give you the run down on your favourite brands (not just Australian ones, but international brands as well), and show you how they rate in each stage of production from raw materials to final touches.

To see which brands have the AOK by either Ethical Clothing Australia, Shop Ethical! (ethical consumer guide) and/or WRAP (Worldwide Responsible Accredited Production), check out the links below:
Ethical Clothing Australia list of accredited brands
Shop Ethical! list of ethical brands 

And to equip yourself with the weapon that is knowledge, check out these links: