You are right, each State has its own taxing laws and not all States have an income tax (most do though).  However, they are all fairly artful in extracting taxes from one source or another.  Some depend on "natural" resources to provide most of their revenue, like Texas (maybe oil) and Florida (probably tourism), but they are not dependent on the Federal government for funding many of their services to citizens.
This site shows state taxes for 2007 by state as a percentage of income.  Guess which State collects the higher tax by far (Alaska - shame shame Ms Palin). I don't know what is included in this "total" of taxes because Virginia only ranks 39th with 6.3%.  I think this must be income tax and sales tax alone because property and other taxes we pay probably double this percentage.

I can swear there ain't no heaven but I pray there ain't no hell. _ Blood Sweat & Tears