I'm no tax expert, so don't take this as the rule.
A person is only responsible to pay for the sales tax on the item where it is consumed. If you go out of state and eat a meal, it was consumed out of state, so you pay their taxes. If you go out of state and buy an item and bring it back home that day to use it there, then you are really only responsible to pay your own sales tax. In theory, you should be able to save your receipts and declare them on your state tax form. (That's a big hassle and I'm sure there are minimum and maximum criteria that must be met, so I have never tried it.) Many retailers will forgo charging sales tax if you have them ship the item to your (out of state) home. This is the only way the store can prove to their tax collectors that they don't have to turn over any money to them for that sale.
The Internet has really opened markets to the entire USA and has bugged the tax collectors. On the NC tax form they have a special line called "Use Tax" where you are supposed to estimate how much money you spent over the internet and mail order and thereby pay your sales taxes. They even have an estimate based on your income just in case you don't know. So far, it is only voluntary. Needless to say, not many people declare these purchases, and the tax collectors are making every effort to work out a way to better get a hold on the situation. I'll bet it won't be long before our internet purchases are more closely tracked.
In the case of ordering from large chains or at least chains that have operations within your state's borders, they are required to collect
your state sales taxes. (This also explains why on certain mail order forms you see a line or lines stating, for example "CA residents add x%") Now Avocado, if you don't live in NY and the NY dealers you mentioned charged you NY taxes, they were wrong. If it amounts to substantial money, you may be able to deduct it from your taxes, as mentioned above.
I hope I didn't confuse matters. I'm getting sleepy and I accidentally closed the screen earlier and had to retype everything.