I spent 2 years driving from Alaska to Argentina all on tourist visas. I spent 3 years driving around Africa all on tourist visas. Technically I could have done that without paying tax anywhere, though I continued to do so because I was working towards permanent residency in another country.
I now have a passport from a country I've never been to. I've renewed my passport from the country I was born in three times without going there.
I only need a mailing address to actually pick something up, and I usually use a friends address, or even that of a hostel or campground.