That's strange... I pay sales tax virtually every day and I don't live in a police state...
Just because you are comfortable with your chains doesn't mean they don't exist.
Also, you might think that 'police state' only means an obvious and overwhelming show of force by police, constantly brutalizing the citizens openly; but you'd be wrong. One way you can tell you're in a police state is if a business can compete by ratting out a competitor to the government.