Buying cigarettes online

I've never tried it before, or even thought of it for that matter. So today after work I thought i'd check it out, but quickly realized I should probably get some recommendations on legitimate sites.

Also, however, I quickly noticed this link (which seems to be saying "fuck you. you're not allowed to save money on cigarettes").

Can someone explain this process to me? I mean if i'm going to have to fill out a god damn tax form and send it in every time I order cigs off the internet then just forget it... not worth the hassle.

(Lastly, can I please ask for civil responses? Every time I post some kind of link/text all I get are responses from people being complete assholes for no apparent reason. I just really want some help understanding this process from someone whose been through it.)