The biggest factors for most goods is whether it is personal or commercial, class of goods, how you import it and what the dollar amount is. 

As a flight passenger, you get $800 per month of tax-exempt goods for personal use. Many countries including Germany refund VAT at the airport if you purchase goods over a certain amount.

For shipping goods, it gets more convoluted but generally there is no import taxes for moderate orders (non-commercial):

http://www.cbp.gov/trade/basic-import-export/internet-purchases

Some shippers (UPS) send everything through a broker and you pay those fees even if it has no import taxes.  (I got charged brokerage fees for importing original art from a college student though that class of goods is exempt.

In short retailers, pay more taxes than an individual who often does not even have them.