We all know balloons which are filled with gas that's less dense than air. After a few hours, the balloon drops to the ground. The reason for this phenomenon, as far as I understand, is that the material the balloon is made of is not very dense, so the gas can escape. Is it possible, to create a permanent flying balloon with a specific material? I guess such a material would have got more weight, but that shouldn't be a problem if we make the balloon bigger, because the surface area ( == mass of material required) will increase more slowly than the volume ( == mass of the gas).
The problem with water vapor is that you don't want too much condensation back to (heavy) liquid water. On daytime you can absorbe solar heat to make vapor, but night in altitude is not good.
The problem with very small molecules such as H² is that it's very difficult to get watertight containers.
But there are other gases that keep gas form at high altitude cold and that are not to rebel to confinement, so there is no reason not to have very long lasting balloons.
Breitling Orbiter 3 used Helium for his 20 days turn around the world, and google is currently designing a "wifi sky network" for underequiped countries based on long lasting ballons, so what you dream seems already quite on the way :-)