It has been discussed before. Legally you are supposed to pay sales tax on everything you buy in the state you purchase it from. So buying hundreds of dollars of cigars from a site (try thepartysource.com

) you are supposed to call your state and tell them you owe XX% of sales tax. Nearly everyone does not do this, but I am sure there are some out there who do.
On a similar note, if you pay more sales tax in a year than income tax you can then use that when you file taxes. My accountant told me that, but then again she is my fiance, so maybe she is a liar