How far can I go to get business intelligence without actually crossing the line?

Trying to figure out what's okay and what's not when it comes to figuring out what the competition is doing.

Can I have one of my people call and pretend to be a potential customer?

Can I go into their store and chat with employees and ask nosy questions?

Can I ask this guy I just interviewed for a job who used to work for a competitor about stuff from his former firm?

What's actually considered unethical?