Buds does not charge state tax.

Buds does not charge sales tax for purchases made from states that Buds does not have a physical presence in the state. I do not believe Buds has any stores, warehouses, etc,, in MO. So the basic answer is no, no sales tax will be charged by Bud. You will have to pay a transfer fee to the local FFL but that's between you and he local FFL. As a word of advice, when selecting a local FFL from Buds list (I'm assuming that you will one they already have on file) checkout as many as you can. When you click on each FFL, a side list comes up with info about the FFL including how much they charge. You might we surprised how much variation there is for this fee. I have one in my area that only charges $10 (for up to 3 or 4 guns at one time - not sure if the form takes up to 3 or 4). Anyway, the prices charged are all over the place so its worth a couple minutes of your time to research.

Legal answer; you are supposed to pay taxes for all online purchases and report them at the end of the year with taxes...Reality - Not many people do this at all and they do not actively look for people but instead work with sellers to make them charge taxes up front. You're good!
You will have to pay between 5 dollars for the background check and an additional 20 to 35 for the transfer at the FFL, however. The preferred ones are the easiest I've used and the most inexpensive (25 total).

Be aware that it is customary for your local dealer to charge a transfer fee at the time you pick up your purchase. This transfer fee is strictly between you and your local dealer. Please check with your local dealer concerning their policies. You do not pay BudsGunShop.com the transfer fee. Certain dealers also apply sales tax. This is between you and your FFL dealer. BudsGunShop.com only collects sales tax if you reside in the state of KY.