If you work as a freelance developer, and have already established a good network, it is fairly easy to lead this kind of life. Working remotely is very common, and if the client knows you are good, he would not care where in the world you are. But if you don't have an established network, it is harder to find work while you are on the road.
Starting your business is also claimed as a possibility. But I personally have not come across anybody running a successful business and spending a lot of time on the road. But I am sure some people pull it off, a la Tim Ferriss.
Oh, and teaching English. Great way to see the world, and money is good in places like Japan, Korea and increasingly China.
Even if you cannot figure out a way to work from the road, just save some money and get going. It really requires very little money, e.g. you can explore the whole of SE Asia for about $1K/month.
Good luck!