Look at the three flag/five flag theory on perpetual travellers.
Could you elaborate a bit on the travelling part?
You could always forward your mail to a friend or relative, which I've also done, but whatever you do, get an address in a state without personal income tax. You don't want to get inadvertently flagged as a resident and sent a state income tax bill which you'll have to dispute.
Initially, I was thinking of a PO Box with on-demand mail forwarding. USPS does not have that exact thing, but it looks like there may be a couple of private companies offering it.
Essentially, they scan in the first page of anything sent to your address, then email you a copy and wait for instructions (Scan all, Forward, or Destroy).
Works really well. Yachties have used similar services for years.