So the US Senate looks set to pass the
Marketplace Fairness Act which would impose a state sales tax on all online purchases equal to those from physical stores. This would mean you'd have to pay sales tax for purchases from Steam, Origin & Amazon (you may already pay tax for Amazon depending on where you live). It hasn't gone through the Senate yet and would still need to go through the House but...
I haven't seen any word on how, if at all, it would affect international sales. If companies like GMG and GamersGate are exempt, it could provide them with a boost. At least for paying MSRP, you could be saving ~5-8% by choosing them over Steam for the game purchase depending on your location.