Legally, check your local laws or just be sure to cover your ass with tor or a VPN with an anonymous core.
Ethically, just obey Wheaton's Law: "Don't be a dick."
With web scraping, I can think of two ways Wheaton's law applies:
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Scrapers should blend into existing background web traffic. They should be slow enough to not overwhelm their servers. This requires babysitting any new scraper until one is sure it is tuned to be safe for the scraped site.
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Any scraped content shouldn't be re-hosted in a way that harms the original content creators. Sharing is lovely. Harming artists sucks. Finding the right balance between preservation and respect can take some thought, but it's usually actually a pretty wide road.