Many exocitc woods, particularly well colored and figured species that have been heavily logged in the past, are endangered. I know that there is illegal harvesting in various countries, and I want to make sure I'm not paying into the problem. How can I ensure that the wood I'm using has been ethically sourced?
The more you know about the species the better. First is knowing that the species you are buying is endangered. This Wood Database article provides a decent reference for species to look out for.
Being able to identify the species may help recognize woods that are 'similar' being switched and sold as the 'real' thing. To be sure you are getting what you expect, you should know the scientific names of the trees.
Knowledge is power in this case, the more you know the better. Though to be perfectly honest, the safest way is to not buy any of it, since that would reduce the incentive for the black market wood...
You can use PEFC certified / accredited suppliers to be reasonably sure that you're getting sustainable timber, but the only way to be absolutely sure that the specific timber you're using is OK is to attain a chain of custody certificate. This tracks the specific wood you've bought right back to source.
There are other bodies such as the FSC which can also provide such certification, but I'm unsure how international they are (I'm in the UK), whereas the PEFC seems to cover the US etc.
Often, obtaining such a certificate will cost extra, since there is more work involved to track the timber, though it may be the case that some suppliers issue such a certificate "as standard" for some species.