Coffin hotels, fake SINs with their own lifestyle... still, there's no substitute like leaving town if things go bad - or are expected to. Can sleep on a train, boat or bus easily enough. Hire a smuggler to get you out a little less publicly, if needed. Go camping, either urban (finding a nice box in an alley) or rural (a little scarier in the sixth world, but that's how it goes).
Contacts are good, too. Crash at someone else's place for a day or two, then move on. Return the favor when possible. Helps build relationships. Owe someone and they'll want to keep you around to pay them back. Just be a good guest so the balance doesn't tip toward "worth more to them than me".
Assuming you're not encumbered by high morals, just break into someone else's home and make it your own for a while. That's no small amount of potential trouble, but few people can plan for you to do something like this, let alone know which one you'll choose.