Hmm... I could have sworn that Newegg has a warehouse or something in NY, or maybe it was NJ... (*EDIT* it is NJ)
The way it works here in Michigan, is through our "Use" tax. If I buy something online from a retailer in Michigan, I should be charged sales tax. But if I buy something online from a retailer that is not in MI, regardless of if they charged me tax, I am supposed to claim it on my state taxes. I guess the only bright part about it is if I am charged tax from a state that has a higher tax rate than Michigan, they will refund me the difference between our tax rate (6%) and the other states. But if the other state has a lower tax rate, I am expected to pay the difference between the two rates. The same rules apply to me physically driving across the border and buying something in another state.
They have been attempting this tax for years now, and it is more or less something that is slapped on to the tax forms that nobody notices, and if they do they just ignore it.
I would like to see the internet as a tax free sales ground (unless they have a physical presence in your state). But of course that will never happen, so I think that online taxation should be just like if you left the state to buy the goods, you pay whatever the local tax rate is, and thats the end of it. If the retailer for some reason decides not to charge tax, thats their issue to take up with their local goverment.