It depends on what state you live in, and if EBGames has major distributors in your area. If I remember right, their main HQ for ages was in PA, so while I lived in PA I had to pay sales tax on online orders because I was technically buying from a business in the same state, the transaction never crossed state lines.
Also, if you're not going to pre-purchase based on sales tax... umm... you pay it at the store too.
One way to avoid it, unless you live in MI, is to preorder the CD version straight from Stardock.
https://www.galciv2.com/purchase.aspx?game=galciv2
Second "Buy This Game" button, the one with "+S/H" next to it.