If you purchase the phone in person in a NH store, it is free of NH sales tax (because there isn't one). Other states may attempt to collect taxes equivalent to what would have been collected if the phone was purchased in the state you reside in; that's between you and your state government.
If you order the phone from the web store or some other way and it's delivered to a NH address, the seller should not collect sales taxes.
I have found istocknow very accurate for MA/NH store inventory. Suggestion: if you see what you want, use the iOS Apple Store app to buy it. I sometimes couldn't find products that istocknow showed as available on the web store, but it was available through the app.
No idea about T-Mo phones or Euro use.