Last year I didn't have ANY taxes withheld from my paycheck. I had just moved to Nevada and wanted the cash to pay down credit card debt, and gambling that I'd each enough in commissions to pay the taxes. Which (combined with the bonus) is what happened (not having to pay sky high rents or State income taxes also helped).
Seeing in one check how much you really pay in taxes (versus having it deducted paycheck by paycheck) is an .....eye opening experience.
But, when I do get taxes withheld, we're still talking 40% off the top for commissions. It's brutal.