As oledoc2u said, you only pay taxes in your state.

As for buying out of state, I've done it twice.
My 05 from an Indy dealer in ny and my 06 from a forum member.
The 05, I placed a small deposit and paid the balance when I picked it up.

The 06, the seller in CA still had a lien on it so I financed it thru my credit union. They paid his lender and I wired the balance to him.
Since I couldn't personally inspect the car, he took it to a Chrysler dealer for a pre-purchase inspection, I paid ($250? )
It's my garage queen, so I had it shipped to DC in an enclosed carrier for about $1250?

Good luck