Home is where you make it

Domicile.
Residence.

They are the same aren't they? After all wherever you are a resident then you domicile there too surely?

We yes and no! How's that for a definitive answer?

To reside somewhere it is enough to lay your head on a pillow for a night. The next day you move on and reside at the next stop for a night.

People who are full timing in an RV and have sold their home can choose where their "domicile" is going to be.

I'm not a lawyer, I do not play one on TV and I didn't stay in a Holiday Inn last night so don't take anything I say here as gospel. 
If you decide to change domicile seek professional help. 
A great source for the latest information is Escapees.com. They can set you up with everything you need and that is where we went to set our domicile up. 

First - why would you want to change domicile from your home state in the first place?

All states have different rules for registering vehicles, annual testing, smog tests etc. They all charge different amounts to register the vehicles and charge more or less sales tax when purchasing a new or used vehicle.

All states have different ways of raising taxes. Some have income tax on earnings, some tax social security payments, some have personal property taxes, some have sales taxes, some don't.

If you could choose which state you could live in it would be a great thing! 

Well you can. If you are full timers with no home base your RV is your home base and you can take it to the state of your choice.

The great thing is that you don't have to reside in a state to be domiciled there. If you INTEND to be domiciled there at some future point that's enough. However plans can change so if you don't end up there when you finally settle down that's fine, so long as at the time you set out you had the INTENT.

If you have property, possessions and various other items still in another state then you may find that that state will come after you for taxes, even though you appear to have set up domicile elsewhere. They may (and can) take you to court and show that the fact that you left stuff in their state proves you didn't really INTEND to move to the second state. 
California is especially tough on this and large fines can be levied if they show you have been less than honest. The line between tax avoidance and tax evasion is a thin one. It's legal to avoid taxes. 

Remember though that they finally got Al Capone on tax EVASION.

That's where you need to talk to a lawyer. Escapees can steer you to a lawyer who specializes in this type of situation.

So it comes down to presenting a picture of your actions which tell a story of how you set up you domicile. It requires several things.
Getting a Drivers License
Changing your vehicle registrations
Getting a voter registration
A library card.
Changing the addresses on your business documents, bank accounts, credit cards.
Changing your mailing address
Changing wills and trusts to reflect your new state.

There are several other things that will reinforce your case. Talk to that lawyer or go to an Escapees seminar, their forums also have good info and the office in Livingston TX can get you set up.

So which state?
Another positive answer.....DEPENDS.
(Not the adult diapers, they may come later).

The current favorite states are Texas, Florida and South Dakota.
They have no state income taxes.
They are flexible in letting you use a mail forwarding address as a permanent address and may charge less than other states to register your vehicles.

For most Texas is a good choice and people use the Escapees Mail Service as their address as well as their mail forwarding service.

We have decided to use South Dakota, for the following reasons (given that none of the 3 will tax our SS income).
South Dakota has no vehicle inspections and no smog checks so we don't have to go back every year to get the registration renewed. We can do it by mail.
Texas and Florida do have annual inspections.

Be aware though that South Dakota doesn't have a state Health Insurance registry so if you need to get insured thru ACA South Dakota will be very expensive. 
If you have Medicare/Medicaid then it makes no difference.

South Dakota also has very low rates for vehicle insurance.

We set up everything thru Escapees who now have facilities to set you up in either of the 3 states. Our legal address will be in South Dakota but we will be using the Livingston TX mail forwarding address for mail.
If you are on our Christmas Card mailing list you'll see a change of address soon.

We set up our Domicile and Mail Forwarding at 

The Escapees Booth during their Escapade Rally