You are correct, not many options out there. Unfortunately, unless you buy from and individual you are going to pay sales tax. The days of buying from out of your home state with no sales taxes being charged is long gone.
There are still many states that don't charge sales tax when I order parts. California, Nevada, South Dakota, Tennessee just to name a few don't charge for orders shipped to Indiana.
However you are correct in that all the good ole loopholes are drying up.
