Postage costs vary from country to country, as does efficiency: the ‘slowest post’ award must go to Pitcairn Island – expect three months for letters either way (but the stamps are wonderful!).
It's more than a little outmoded these days, but major post offices do still provide poste-restante services. Ask people writing to you to print your name, underline your surname and mark the envelope ‘Poste Restante (General Delivery)’ with the name of the city and country. Bring your passport when you're collecting mail, and be prepared to pay a fee. If you can't locate your mail, check under your first name as well as your surname (or the name of your yacht!).