First of all, let me say that I am happy that you are approaching this as a buyer, and not as someone in foreclosure. The fact of the matter is, foreclosure is very painful process. With regards to the "as seen on TV" statement, just disregard it. We are in New Mexico, we are governed by New Mexico Laws. Don't be fooled by these unscrupulous opportunists on TV. By the way, you will probably have to attend a 2-3 day seminar and pay hundreds to thousands of dollars to get the "secret" that is free of charge on HUD or other websites mentioned in other answers.
The other agents have given some good insights. As a buyer, get an agent who specializes in foreclosure to help you. Now you asked specifically about govt taxed foreclosed home, that is only a limited portion of foreclosure market. There are a few others that might be of interest to you. One area that has not been mentioned so far is "Short Sale" or pre-foreclosures. Short Sale can be the source of some great deals. It does take patience though.
Unfortunately, this area has been tainted with abuse by investors. My recommendation to you would be, to get a REALTOR who specializes in short sale. Short Sales, like REO's and HUD Homes are are usually listed in the MLS. Good Luck!