Gift tax, estate tax, alcohol, firearms, income (ss, medicare), 401K's.......
There's a tax on just about everything somewhere. Even if you avoid state taxes, that stops the state from creating little programs that grow into national programs. Romneycare, for example. That was state, but the Dems used it to justify Obomacare. Children's health programs originated in the states as well. The states plant the seed, and the feds take it from there.
(Almost every oppressive federal social law we have today came out of one state - California.)
Federal Excise Tax Rates, 1944-2008. Selected Years
The list: gas, ciggies and other tobacco products, highway tires, trucks (sale price), firearms, ammo, bows, fishing equipment, gas guzzler tax, local telephone service, long distance phone service, airfares.
Looks like income taxes are still a way bigger chunk, but every little bit helps :)