You can have the best of both worlds. I started working (iOS consulting) and travelling two months ago and I save more of my earnings here than I did living in San Francisco. Today I signed a lease to rent a shared house in northern Thailand and my rent is $160/month for a place that would cost a small fortune at home.
I found that constantly being on the move is difficult to keep up for weeks at a time. So now I have a base from which to explore the surrounding countries.
There's a surprising number of expat tech workers in the city (Chiang Mai) but now I can sit in a cafe without overhearing social-local-mobile startup pitches.