Living without money is easier if you don't have to pay rent for a room or house. A tent as a temporary home is a perfect way to live without money, and if you're traveling an excellent way to get in touch with the world.
With your tent you're very flexible. You can find very suitable places to camp, such as in a forest. In the Netherlands it's officially only allowed on so-called Paalkamperterreinen (pole camping terrains), but in some other countries you can just camp anywhere in nature. You can get to see many places like this and you always have your own place to sleep. It's often called wild camping.
According to Wikipedia wild camping in Norway, Sweden and Finland is permitted when following certain conditions. On British islands it's accepted with permission of the owner and in Scotland it's officially allowed. In the United States you can camp in all federal forests and it's quite common over there.
Sometimes you'll find a spot where you can stay for a longer period. Then you can even consider to build a hut. There's a book called "Radical Simplicity" This is about Dan Price from the United States who was offered a spot near a medium sized city. In exchange for work to maintain the land. There he built many huts.
Wild camping
So wild camping seems to be legal in Sweden, Norway, Finland, Iceland and Scotland. In other countries it's mostly a grey area, although this website is promising about France: http://www.lecampingsauvage.fr/legislation.html
I tried to find more information about why it's illegal but couldn't. It seems quite silly that you're not allowed to camp if it's not bothering anyone and if you clean up after yourself. If it's possible in the North, why not elsewhere in Europe?
More information
- Nomadwiki has started to collect information about wild camping
- Travel Stack Exchange has some interesting info about wild camping.
- freecampsites.net is a website collecting info on free camping sites in the USA.