Whether a company charges taxes is not in their control. Current tax regulations basically state that if the company has a physical presence in your state (e.g. a retail or warehouse location) then they are required to collect taxes. Thus Cabelas has to collect taxes if there is a store located in some city in your state.
Online companies that do not have a physical presence are not "required" to collect taxes, thus Amazon does not collect taxes anywhere except where they have shipping locations or warehouses.
Now that all being said, many states have their own rules and some states require you to estimate the tx due on all purchases on the web where taxes are not collected and then you are supposed to submit that "un-collected tax" to the state voluntarily. Of course, I have yet to meet anyone who does that!
With every division of the government looking for every penny they can grab in taxes, I am sure it will only be a short time before they pass a law requiring all web stores to collect taxes - so enjoy the "no taxes" while it lasts!