I believe that you will owe the sales tax for your area (or a use tax in its stead) no matter where you purchase the longarm. Sales tax depends on the state where the item is delivered, not the state in which it is sold. Even if you take delivery in another state and transport the item to your home, you still owe the tax. For instance I purchased my longarm in Washington state, but paid no sales tax because I live in Oregon. (No sales tax is one of our best perks.)
I don't believe there's much variation in the price of the Innova, the longarm that I purchased. I can't speak for other brands. The company usually has some sort of package pricing, as well as specials that are available at quilt shows and that are usually also honored by the dealers. When I purchased mine, the dealer had one unit left that was part of a "free lighting" package. Dealers also seem to have different types and qualities of training, which is a very important part of the purchase if you're new to longarming.