Sales tax is at the state/local level. If you buy from a store that has business presence within the same state, you have to pay tax. Outside of the state, you TECHNICALLY DO.... there's a section to fill out on your income tax form. Whether or not you honestly report... that's your personal decision.
States crack down on tax-free online purchases - Business - Personal finance - Tax Tactics - msnbc.com
PS> I personally do estimate and report something... With the governments (at all levels) going broke, its just a matter of time. (I also do most purchases locally)