Managing taxes may be a little more complicated for nomads than for those who live in conventional sticks and bricks homes and apartments. Society is set up for conventional living situations, so a little extra work is required for those who wish to live on the road full time.
First, check the Managing your mail page, since it discusses the differences between Residence, Domicile, and Mailing address.
This page is focused on United States definitions and usage; other countries may differ. You can help by editing this wiki.
Where you are taxed depends on where you have established your legal domicile.
State income taxes range from 0% to 7% or more. If you have high earnings, this variation could make a significant difference in your tax expenses. Wikipedia: Income tax by state
State sales taxes vary from 0% to 8% or more. If you spend a lot, or purchase a vehicle in these states, this variation could make a significant difference in your tax expenses. Tax-Rates.org: Sales Tax by State
See the work for nomads page for information on jobs.