I use helium in my tires. Gives better gas mileage.
The theory behind nitrogen is that it's an innert gas, doesn't hold moisture, and is not effected by temperature. So when used in tires the pressure stays constant and doesn't fluctuate with te
It is a myth that nitrogen isn't effected by temperature. It follows the ideal gas law like every other gas. PV=nRT temperature goes up, pressure goes up.
The "R" value is a correction factor (since no gas is actually ideal).
R for Air = 0.287 kJ/kg.K
R for N2 = 0.297 kJ/kg.K
so very small difference if any when it comes to pressure change due to temperature. If you filled 2 of your tires with N2 and 2 with air (clean and dry) you wouldn't be able to tell the difference by looking at the pressures on your dash display.
Nitrogen also holds moisture just fine, but is typically delivered "dry" in cylinders (or generated on-site), so you don't need to worry as much about the oily wet air from a poorly maintained and abused shop compressor (this is probably the biggest advantage to N2 fill-ups).
Finally, just think about this, if O2 does leak out faster than N2, then wouldn't you essentially be left with just N2 after refilling your tires a few times since the O2 will leak out faster leaving the N2 behind? So don't pay for what will happen naturally.