Well, there are many ways to pay taxes. It depends on what type of taxes you intend to pay. I did write a hub on finding a good tax attorney, if you are having issues that way.
There are sales taxes, which are generally paid to the Department of Revenue for the state you are in. All counties are generally paid in the same place.
For payroll taxes, you usually make a deposit at the bank, or you can pay online at EFTPS.
For income taxes, you can file electronically, which can be followed with a check, or you can mail it in.
Hope it helps.