U.S. mail forwarding services - location

We have sold our house in New York and have no intention of ever living in New York again, and most likely not living in the U.S. again (although one never knows). We hope to eventually end up in Costa Rica, but my husband's work is taking us to Australia for months or possibly a couple of years first. I am baffled by trying to figure out what to do about a mail forwarding service. What I don't understand is the implication of the location of the service in the U.S. and whether we will then be considered residents of the state where it is located (the address we are using). It seems advantageous to use a state (e.g. Nevada or Florida) that doesn't have a state income tax, but I don't know what else to consider. Any suggestions, experience, thoughts are greatly appreciated!