In general, yes.
Unless you have some particular contractual or other commercial considerations, or perhaps unless your instrument is somehow legally regulated or constrained in one state (for example, as some homes are registered as historic landmarks, which may require special certifications for contractors, or specialized permits to do repairs and alterations), then you should be perfectly able to transport, modify and repair the device as you see fit.
EDIT: Now that I read your reason for wanting to buy in one state and use in another (sales tax evasion), the issue is clearer. Though most people can and do safely “evade” their state’s sales tax (which is technically illegal, but read on), states that have ‘em generally call the entire tax a “Sales and Use Tax”. That is, they recognize that you can easily buy goods out-of-state and thereby avoid paying the tax on the purchase directly, but if you check into the law you’ll find that you are still expected to declare the value of the otherwise-taxable out-of-state purchase and pay the requisite “Use Tax” to your jurisdiction. Almost no one actually does that, of course (the exception being big-ticket purchases such as vehicles, which can easily be purchased out-of-state, but then your state will hit you up for the sales tax when you attempt to register it, when you cannot show that a sales tax has been paid).
So, the answer is that “you can probably get away with it”, but you should recognize that doing what you’re wanting to do is a technical violation of law, and people do get into trouble over it. (The trouble usually amounts to paying the amount of the tax plus a moderate fine for the tax evasion issue, but it does happen.)