You'll end up paying taxes based on the zip code of your residence. Even if you bought in a state with no sales taxes, if you register in a state that has sales taxes, you'll get hit with paying the sales taxes when you register it. I've bought vehicles while deployed and bought vehicles from out of state...it all comes back to where you register the vehicle. Even if you can initially register it in a state with no sales tax, you'll pay the sales tax when you register it in your actual state of residence...each state has different rules on the timing (CA is 2 years for example, other states may be less), so it wouldn't hurt to check your state's DMV website to see what their rules are.
I'd e-mail a few dealers and see who is willing to work with you to get the vehicle you want, when you want it, at a price you are willing to pay.
As far as USAA prices, that's one option to look at. Even if the dealer isn't part of USAA's buying service, they may come down to USAA's price. I bought a Jeep once that way...the nearest USAA dealer was over 100 miles away, but I got a local dealer to match the USAA price.
Look into the COSTCO deal as well. Membership isn't too expensive, and you can easily make up the membership cost and quite a bit more by purchasing through them.