I honestly don't know if you're paying less tax from your local Disney store than you would if you bought them direct from Disney. Other options include hitting your local AAA if you're a member (
and if you're not, dude, do it, you never know when you'll need a tow). You may also want to check out undercover tourist or maple leaf tickets, both of which are totally legitimate ticket brokers that buy massive quantities of WDW tickets, then mark them up a bit for their customers and hope for volume volume volume, and tax and shipping is usually included.
EDIT: I'm sure you've heard, WDW raised ticket prices a few days ago. Undercover Tourist still has their discounted ticket prices based on the last round of ticket prices before the increase. So this will be about as good as you can legitimately get (I used them on our last trip, lots of people have I'm sure).
http://www.undercovertourist.com/orlando/attractions/tickets.html?pid=savings