This may go without saying but I did find a work around...
When setting up your tax rule (Configuration >> Taxes and Calculation Rules), set the "Shopper Group" field to "default".
This will apply the rule to only those users who have registered (and therefore also have selected a state). When I'm not logged in, there's no tax...when I login under my account (Texas address), my tax rule for Texas applies.
Anyone who is not registered will not see tax applied anywhere.... The catch...guest checkout will never get taxed... so I force registration at checkout...
(I only have two shopper groups, Ananymous and Default)
Is there anyway we can have virtuemart look at the ship-to address of the guest shopper to calculate/add tax at checkout?