Originally Posted by Retro Grouch
In other words, the local governments encourage out-of-state purchases over buying from local firms whose taxes pay their salaries.
Oh, not true. Not true at all. Technically, you are legally obligated to report the purchase to your state (and local, if applicable) and pay the sales tax (use tax, actually) for the item you purchased out of state and brought in to the state. So, there's no encouragement to buy things out of state... there's just no real way to enforce this now, unless you want the government monitoring your purchases and mail deliveries.
As far as sales tax goes, there are some states with no sales tax at all. NH and OR come to mind off the top of my head. So, if you're going to buy a top end bike, you might want to start in one of those states. Or WA has a law that exempts you from tax if you live in a state without a sales tax (theory being you'll be taking the item out of the state, so use tax doesn't apply) or out of the country; at least Canadians aren't charged sales tax. You might want to consider making your bike purchase in one of those states.
For sales tax information, start here:
http://www.taxfoundation.org/variousrates.html