Driving accross/around the US for up to 12mths. Advice? Experiences?

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This is only a pipe dream at the moment because it's going to require quite a bit of saving up but I'm already starting to plan :D
I want to head over to the states (currently living in France), buy a van (Ford E-Series kind of thing), and travel around for as long as I can afford to (hopefully a year if not more). Starting and ending in San Fran.
I'm French but have dual French/US nationality (was born in SF) and know people living over there so I assume buying and registering a car/van shouldn't be too much of a problem.
The plan would be to sleep in the van as much as possible to save cash but I'd also bring a tent/sleeping bag/foam mattress and possibly do a bit of couchsurfing too. Would bring a gaz stove to do most of my cooking too.

So... has anyone done anything similar? Any tips, advice, stories? Anything I should definitely bring with me/buy once there that I might not think of?
So far I've thought of a prepaid mobile phone to keep in touch and for emergencies but not much else... Maybe AAA membership too in case I break down in the middle of nowhere??
Any idea how much insurance would be for a 26 year old for a van? What kind of budget I can expect to need for a year long trip? I think I can probably pick up a half-decent van for $4-5000. Is that reasonable?
Is it possible/legal/relatively safe to park up anywhere to sleep the night? What states shoudl I avoid in the winter so as not to freeze my arse off?

Not too sure of an itinary yet but I really want to go to Burning Man (which probably adds another $1000 to the budget :P). In a year I should have enough time to see quite a lot of the states though...

So yea... any advice is welcome really. I'm sure I'll think of more questions in the coming days/weeks/months but it's a start.

Thanks in advance