As an added data point, 1) has worked for me so far. Early last year I left the UK and set up a company in HK. I had to go to HK to set up a company bank accou

As an added data point, 1) has worked for me so far. Early last year I left the UK and set up a company in HK. I had to go to HK to set up a company bank account, but incorporation could be done remotely. As I was already in SE Asia, total cost was under $1000 USD. Since then I've been travelling (up to 2 months per country) while consulting remotely. Just in case you're a Brit: The UK government considers you automatically non-resident for tax purposes if you spend fewer than 16 days in the UK in a given tax year, so you may not be liable for UK income tax (likely still liable for CGT though). IANATL