Sales tax is another important issue if you are setting up a retreat. This generally entails buying a lot of “big ticket” items, such as an AC/DC power generator, photovoltaics, tractors, 4WD  vehicles, guns, ammunition, storage food, wood stoves, propane tanks, propane appliances, and so forth. Sales tax can be minimized if you buy via mail order, but that creates a paper trail, which IMO  should be avoided. In some circumstances you can travel to an adjoining state with low (or no) sales tax to make major purchases. Keep a low profile when making major purchases–especially ammunition. Pay with cash and don’t leave your name or phone number.
NO Sales Tax:
Alaska, Delaware, Montana, New Hampshire, and Oregon.
Very Low Sales Tax (4% or less):
Alabama, Georgia, Colorado (higher in some cities/counties), Hawaii, Louisiana, South Dakota, and Wyoming.
Low Sales Tax (4.1% to 5%):
Iowa, Maine, Maryland, Massachusetts, Missouri, New Mexico, New York, North Carolina, North Dakota, Oklahoma, South Carolina, Utah, Virginia, and Wisconsin.
Moderate Sales tax (5.1% to 6%):
Arizona, Arkansas, Connecticut, Florida, Idaho, Indiana, Kansas, Michigan, Nebraska, New Jersey, Ohio, Pennsylvania, Vermont, and West Virginia.
High to Severe Sales tax (6.1% or higher):
California, Illinois, Kentucky, Minnesota, Mississippi, Nevada, Rhode Island, Tennessee, Texas, and Washington.
The State Line Game
Many folks have discovered how to play the state line jumping game: Living near a state line to take advantage of a lower tax or other advantage in one or more adjoining states.
For example, you can live in the Idaho panhandle (very low property tax, car registration, and car insurance), work in eastern Washington (no income tax), make your day-to-day purchases in Idaho (5% sales tax) and your major purchases (trucks, wood stoves, generators, gun vaults, appliances, et cetera) in Montana or Oregon–both of which have no sales tax.
Note: Many states assess a sales tax when you register a vehicle that is purchased out of state. This can often be avoided legally by keeping it registered out of state for at least one year before taking it back to your high tax state.
Another possibility is to live and work in southern Washington (no income tax and fairly low property taxes), but shop in Oregon—where there is a high property tax but no sales tax.
See: http://www.taxadmin.org/fta/rate/ind_inc.html  for detailed information on the tax rates in various states.
I should add that these discussions skirt around a more core issue: the scale of government in each state. Some states have big, pretentious, intrusive governments that love to get involved in every aspect of your life. My advice is to avoid living in any of these Nanny States. As time goes on, they are only going to get worse.
The bottom line: If you live in a state with severe taxes, then vote with your feet!