I don't think they should be able to avoid collecting sales taxes, but that would require a change in the law. Amazon is hardly the only on-line retailer that doesn't collect sales taxes, so it doesn't seem fair to single them out. You're supposed to pay the sales tax yourself for on-line purchases, but few people do. Rather than rail on Amazon for not doing what the law does not require them to do, it may be more effective to call for a change in the law. I think if you believe in small government, you should pay for small government, and sales taxes are how that is paid for. I think not having to collect sales taxes gives on-line retailers an unfair advantage, but again, the solution is to change the law.
Here's a couple links to help you contact your Representative or Senators if you want to lobby them to change the law. (Or. I suppose, to lobby them to keep the law as it is)