That's absurd. Local governments collect tax on nearly all sales across a store counter. and those are still the vast majority of all retail sales. Every major supermarket chain has systems that can track the whole patchwork of sales taxes for all of the stores it runs. K-mart, Sears, Walmart, Blockbuster, Starbucks don't seem to have a lot of difficulty collecting sales tax and making sure it's handed over to the right officials.
It might be difficult, impossible, or not worth the effortto try to track virtual sales, like downloaded software or music (or, of course, porn), but for any physical gods, you've got both a delivery address and almost always a credit card billing address. Pick one and assess the tax there. Set up a geographic database of sales tax rates by address -- I'd be surprised if one didn't already exist.
I deal on E-Bay all the time, but-I only pay with money orders. Probably still traceable, but they’d really have to work for it.