One of the questions I get most of the time. I do have sponsors and other sources of income. Finding sponsors is difficult and I recommend only trying this if you have a successful track record and a strong network. Asking around for free stuff is not really worth the effort.
That being said, going on a big adventure is very cheap. I always sleep in a tent and cook my own food. During my two year world cycle I spent less than 10€ a day and had an awesome time. You will be surprised how little you need to be happy.