As much as this sucks, there are still ways to avoid it. But it depends on what you're buying. The big name websites, like Brownells and Midway and everything similar, you won't be able to avoid it. You WILL still be able to avoid it with smaller "mom n' pop" style shops out-of-state. Just like before, you won't just avoid the new 6.5% excise tax but you'll also avoid any state sales tax altogether. So essentially you'll just pay item cost + shipping, as it should be, as it was before the SD v. Wayfair bullshit. The rub is that you can really only online shop at the small out-of-state stores from here on out. They don't do enough in sales to CO in any given year, so they can avoid charging the tax, which benefits you as a buyer. The big problem there is that these smaller stores rarely have the best pricing on the front end, and if you're shopping for a big parts order it's essentially a no-go since its not worth the hassle and shipping costs of shopping from multiple small vendors. If you're looking to buy a specific gun your best bet will be to check gunbroker, find a small out-of-state seller with a reasonable price, and call/email them directly outside of the gunbroker ecosystem. Place the order with them directly and you can avoid all the taxes, and they may even offer you a better base price since the dealer can avoid all the gunbroker fees and hassle. You just have to ask nicely, in fact don't even say the word gunbroker.
This should also lead, in theory anyway, to a better second-hand and private seller market, such as our forums here. No tax on private sales so long as there's no licensed reseller involved.
Now if the ammo ID bill ends up getting signed, that will be a true game changer. We'll basically be stuck with private party FTF deals as the only option to avoid the BS.