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There are several related concepts that are simple for homedwellers but more complex for nomads:
Your legal residence (aka physical address) is the place you would call home if you lived there full time. It is important that all your contacts know that you do not receive mail at this address1); you receive mail at your mailing address below. Choose carefully: your legal residence will appear on your drivers license and other formal documents. And the county or city of your legal residence can have emissions testing and mail order sales tax implications.
Your domicile is the state where the residence is. This can have income tax, mail order sales tax, and voting implications.
Your mailing address is the place your mail should be sent. This is usually a mail forwarding service for most nomads.
Approaching these choices methodically will keep mistakes and distress to a minimum.