I've been doing this for about 4 or so years, though not always hotels. It's always a guess as to where I'll lay my head next week.
Let me clarify - typically, when not working, I stay in
hostels, with friends, or with my family. I have a post office box and small storage unit in Nashville, TN. My family lives in Saskatoon, Canada.
It does get tiring sometimes. As others have pointed out, the psychology of just having your own place to go "back" or "home" to is nice, and I've missed that. As well, my older friendships have mostly deteriorated, and it is difficult to maintain a relationship. Then again, I've met countless people in the past few years during my travel and made new friends. There is freedom in being able to decide (provided I have the money) to travel anywhere I wish. My lifestyle certainly isn't for everyone, and I get rather annoyed when people only see the "glamorous" or exciting side of being able to travel everywhere without realizing the sacrifices you make to allow that.