I do the same thing, but with booze. The Idaho border is 15 minutes away, and the amount you save (at least, if you drink as much as I do) is well worth the time spent getting there and back.

Or if you're in my area and need cigarettes, you drive to the nearest reservation and buy them tax free (which like you point out, makes a huge difference). This one is a little bit more of a legal gray area, but that never stopped anyone.