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Posted By: MW

Jay Miller is correct. Having items shipped out of state (and to a location other than one's residence) in order to avoid the payment of taxes is against the law. Small cases involving this type of fraud may not be prosecuted, but larger (and repeated) cases will.

http://money.cnn.com/2002/06/04/news/companies/tyco/

Even if one's morality dictates that tax evasion is OK or forgivable, I don't think the risks are worth it. Just pay the sales tax.