You will not be charged sales tax for internet purchases unless the firm has a physical presence in your state of residence, regardless of the state of origin. I've never paid any sales tax to Backcountry.com, which resides in Utah, or to BackpackingLight which is in Montana, even when I've had it shipped directly to Washington state, which does have a hefty sales tax. If you're going to shop in the store, of course, you can avoid tax only by shopping in one of the few no sales tax states, like Oregon. Quite a few states would like to collect sales taxes on orders sent to their residents from out-of-state, but to the best of my knowledge none has yet succeeded in doing so. There has been a federal law forbidding such practice; I haven't heard if it is still in effect.
For some things (but usually not WM items), a number of dealers feature frequent % off coupons. Backcountry.com is one of these. At least those will help you with Montbell items. Also, watch the various outlets for closeout on discontinued Montbell models and/or colors. I ended up with a great 3 oz. windshirt, even though it is purple.
When I got my Western Mountaineering Ultralight, while there were no sales, a number of firms were listing different prices, as much as $30 difference. I got the least expensive one (definitely not cheap!) at backcountrygear.com (no relation to backcountry.com). That was 4 years ago, though. I'd do a lot of pricing online before ordering. Of course, factor in the free shipping that many places offer.