As others have said, there are numerous considerations when selecting a "home" address.
(1) State income taxes?
(2) Health insurance considerations.
(3) Will it effect vehicle insurance rates?
(4) Voter registration and jury duty
(5) RV and vehicle registration fees
(6) If you die, how does that State's laws effect your estate?
It is my opinion that when you start full timing all the above has to be investigated. For us there were absolutely no benefits for establishing addresses in another state, for some people there could be a lot of benefits.