Buy something without an internet connection, and hope that data privacy laws catch up by the time you have to buy a new one.

Some manufacturers like Mazda allow you to remotely disable the telematic control unit (Sim card basically). But note that they can remotely enable it too. Some models you can take it out. The dealer will not usually agree to do this and it could void your warranty. It can also disable some features like front speakers or the stereo entirely, so do your research on the model you are interested in.