If you can put your income in a tax-deferred qualified retirement account (401k, 403b, IRA) then it is not taxed when contributed, but is taxed on withdrawal in retirement.
Other than that, all your income is taxable, and how you invest it later doesn't matter. With a traditional brokerage account, you will also pay taxes on dividends and capital gains each year, but not when you withdraw your original contributions. (In other words, suppose you invest $30,000 from your after-tax income, and in one year the account pays $500 of dividends and increases in value to $35,000, and then you withdraw it. You would pay income tax on the dividends and capital gains tax on the $5000 increased value.)
