IMO, you will have to talk to the appropriate authorities in YOUR state, AND in the state where you plan to make the purchase.
The rules and regulations vary widely (and wildly) between states.
I have personal experience with California. If you buy from a CA dealer, he will charge you CA sales tax, AND he will register the vehicle in CA for you. when you get home, you will get nothing for it (especially if you live in Montana). You also have the option of paying the dealer to deliver your purchase to Nevada where you will take possession of it, saving the Ca taxes and registration.
However, if you buy from a private party, you can take the paperwork home and register the vehicle without paying CA anything.
I have done both dealer and private party purchases in CA.
All of the above, of course, is completely meaningless for YOU. Check the rules and regulations in YOUR state, and the state where you plan to make the purchase.
Good luck.