Is it possible to buy it taxfree in US if your exporting it privately? Then pay taxes in your own country?
That's possible in Sweden.
If you walk into a store and buy it, you're going to get charged any city/state taxes. If you order online or on the phone, and have it shipped to another state where that company does not have a "presence," you won't get charged tax. However, you're supposed to pay the "use tax" on your state taxes. Don't know the rules regarding ordering online/phone and having it shipped out of the US -- try calling B&H.
I bought some Singh Ray filters from B&H a few years ago. The couriers thy use automatically add the tax and import duty and won't hand over the good until you pay for it. They even apply the tax and import duty after adding the delivery charges. Now, if you order from B&H, you have the option of calculating and paying the tax and duty at the time of purchase or when it arrives.