AG_bull - I also agree that buy in orders of 100oz+ so the shipping price doesn't kill your bottom line.
1) Are you concerned about leaving a paper trail when you buy online?
I buy some online best prices usually you will get a better deal with less effort, some from craigslist (etc), some from local dealers or when i travel for business (pay cash). Capital gains taxes should be paid (at least partially) on items bought online IF/when you sell. Dont go messing with the tax man ... on items that were paid cash and there isnt a trail then its the same as selling an old TV ... should be declared but no way for government to know.
I dont think the government will ever come to your house to reposes/nationalize your gold/silver ...this would be too costly to implement. But in a SHTF scenario where silver becomes 4digits ($1000/oz +) they might impose something crazy like a 90% capital gains tax to "penalize the evil people that invested in silver and caused the financial collapse".
2) Do you have to pay tax when you buy online?
Most 99.99% gold/silver products are tax exempt, Online i dont think you have to pay, you can make an account with one of the online dealers and walk through the process to see what the final cost would be. I dont pay sales tax where i live when i buy online, im pretty sure no one does but test it out to find out for sure (depending on where you live).
3) Is it common to pay tax when you buy from a local dealer / coin shop? (My local dealer charges tax, unless he mails it to you. Of course, doing that, or giving my address, would leave a paper trail.)
I know NewYork state makes you pay sales tax on purchase under $1000 ... this was when i went into a physical store to buy some silver they charged me like 8%-10% or something ... i was only buying one coin so didnt really care. Other dealers will just charge you a price usually based off spot.
You might want to try online (Craigslist), but be warned that its usually full of flakes, expect people not to show, to try and rip you off, try to meet up in a secure neutral location. I personally felt the security risk of dealing with these type of people wasn't worth the marginal savings.
But If you are going to go this route I suggest you buy a mini scale (less than $10 off ebay) and a set of digital calipers (also around $10 online). You can find the dimensions of the coin online and using the tools confirm the density is correct. They even sell tools for measuring coins online but i believe they are unique to one type, a scale + calipers works just as well.
People also mention a "ring" test but this doesn't work IMO.
If buying 1oz silver eagles you will quickly know what a real coin looks like and shouldn't have to worry about fraud.