Some veterans are entitled to access PX,

[SeattleVet]

6. All honorably discharged vets can access the military exchange system online.

Same deal as in person - no sales tax. They deliver very quickly, and the prices are OK- not the best you might find, but when you factor in the free shipping with a $49 purchase and lack of sales tax it's worth it! They opened this system up in 2017, but a lot of folks still don't know about it.

I signed up and have been shopping through the Exchange for a couple of years now.

From their Authorized Patrons page:
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Veterans Privileges

Approved Veterans can shop the online exchanges, including ShopMyExchange.com! Shopping with the Exchange online gives you access to exclusive military pricing and offers, tax-free shopping and more. This is a lifelong benefit that will be extended to all who discharge honorably from service.
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You can sign up at https://www.shopmyexchange.com