There is a book called "Choosing Your Home Base". You can buy it at RVBookstore.com (
http://rvbookstore.com/shop/detail.aspx?p=460&m=2. The current version is for 2010. I bought and read it a few years ago. It goes state by state and lists the advantages and disadvantages. Generally, you will be taxed based on where you "live". In the US, that can be where you register to vote, license your vehicles and get a driver's license. The three addresses should match.
If you read the book, you will probably draw the conclusion that Florida, South Dakota and Texas are the favorite states. And, indeed, the Escapees choose Texas as their headquarters. In each of those states, businesses have been started that service the estimated half million that choose an RV as their only home. My personal favorite is My Home Address, Inc in South Dakota. (
http://myhomeaddressinc.com/.
The mail forwarding service at My Home Address is excellent. You permanently change the address for all your important mail so that it goes to your new “home” in SD. As they get it, it goes into your personal file folder. Then you email or phone them and they will send it where you want. If you are parked for awhile, you can have it forwarded on a regular basis.
Being a Canadian citizen may make it much more complicated.