Currently (but not for much longer!) if you order a Mac from an authorized reseller who does not have a physical presence in your state, that MAY repeat MAY be clearance not to charge sales tax. Most states however, simply have laws that put the onus on YOU to pay the sales tax. Currently, not a lot of enforcement is done in this area, but you'll want to check on the law (and the penalty for disobeying it) in your state.
If a no-sales-tax state happens to be near you, you might also consider driving over there and buying the item in person from a dealer.