I've reported some to Orkin. Does that count?
Often there are insurance programs run by a state government or state medical association that is available for a reasonable cost. WPS in Wisconsin is an example. You just have to do your homework to see if such a thing exists where you live.
In Wisconsin the law states that we are required to pay taxes on out-of-state purchases anyway, even if the vendor does not collect it for us. The only problem is they can't enforce it. If the vendor doesn't have a physical presence in the state, it is nearly impossible (and generally not worth it) for the state to prove you bought something from them.
The companies with a physical presence will collect the sales tax, as the state will have at least some access to their records.
So yes, we cheeseheads don't usually pay taxes on stuff we order online.