From what I've been able to ascertain this is not easily done in Mass. I was not able to find a definitive answer from their
DMV but perhaps a phone call to both the DMV and the dealer would help. Every state is different with this sort of thing and even then one can often find clever solutions to circumvent their procedures legally (i.e. get lucky). Everything I've read about buying in FL is you have to pay taxes when getting a temp permit. When I arrived to get my permit, they suggested I get a permit in the sellers name costing me only $12 I think, rather than several hundred for tax.
I'd even call the DMV a couple of different times to make sure you get the same answer. In reading some LEO forums, it seems difficult for out of state buyers to register/get temp permit in Mass.
All of this has to be factored into the financial equation, meaning some states are easier to buy from, register, get temp plates, not pay tax etc. Do your homework ahead of time and then go searching for your vehicle in the right place. Buying new makes this almost easy. If you found the perfect used vehicle it can be harder as you may not be able to find the same thing somewhere else.
Enough rambling though. I know it's not a clear cut answer but like I said; call the dealer and DMV and see what they say. There may be a simple solution or you may have to look in another state.