Are Christians Free From Paying Taxes?

Didn't Jesus teach that we shouldn't pay taxes? He told Peter that the sons of the Kingdom are free from taxes.

Let's look at that particular passage:

And when they had come to Capernaum, those who received the temple tax came to Peter and said, "Does your Teacher not pay the temple tax?"

He said, "Yes." And when he had come into the house, Jesus anticipated him, saying, "What do you think, Simon? From whom do the kings of the earth take customs or taxes, from their own sons or from strangers?"

Peter said to Him, "From strangers." Jesus said to him, "Then the sons are free. Nevertheless, lest we offend them, go to the sea, cast in a hook, and take the fish that comes up first. And when you have opened its mouth, you will find a piece of money; take that and give it to them for Me and you."
(Matt. 17:24-27 NKJV)

The tax in question was a temple tax and not a tax to the government. This was a religious tax that a Jewish person had to pay. Jesus told Peter that if they were the sons of God then they should not have to pay a temple tax.

On the other hand, Jesus teaches us a valuable lesson about not offending people. He indicates that sometimes we need to honor a person's custom even if we know it is not necessary.

Jesus made this statement about taxes paid to one's government:

"Tell us, therefore, what do you think? Is it lawful to pay taxes to Caesar, or not?" But Jesus, knowing their evil intent, said, "You hypocrites, why are you trying to trap me? Show me the coin used for paying the tax."

They brought him a denarius, and he asked them, "Whose portrait is this? And whose inscription?" They said to Him, "Caesar's." And He said to them, "Render therefore to Caesar the things that are Caesar's, and to God the things that are God's."
(Matt. 22:17, 21 NKJV)