So, from what I'm reading here...most of you say this in not worth doing...
More questions:
Is Nitrogen lighter than air?
Will it keep a tire cooler when running at highway speeds?
So, I went to the Internet search and found this:
Is it better to fill your tires with nitrogen instead of air?
16-Feb-2007
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Dear Cecil:
I caught a segment on some car show about modding up your car. One of the things they mentioned was the benefit of filling your tires with nitrogen instead of air. Considering I fill my tires with air and don't have much of a problem constantly refilling them, what is the straight dope on nitrogen in car tires? — Dave from Massachusetts
Cecil replies:
Oh, there are plenty of benefits: (1) Cool fluorescent green valve stem caps (assuming your nitrogen vendor has any marketing savvy), which will look sharp with your spinning wheel covers. (2) Bragging rights. OK, you were behind the curve with cell phones, iPods, thong underwear, etc. Nitrogen in tires is relatively new to the mass market. Now's your chance. (3) Reduced fire danger next time you land your space shuttle or commercial aircraft, and tell me you won't sleep better knowing that.
Most tires are filled with compressed air, which when dry consists of about 78 percent nitrogen, 21 percent oxygen, and 1 percent other gases by volume. Water vapor (humidity) can make up as much as 5 percent of the volume of air under worst-case conditions. Filling your tires with nitrogen mainly does two things: it eliminates moisture, and it replaces skinny oxygen molecules with fat nitrogen molecules, reducing the rate at which compressed gas diffuses through porous tire walls. That means, theoretically at least, that a tire filled with nitrogen retains optimal pressure longer, leading to more uniform tire wear and better gas mileage. The commonly quoted figure is that tires inflated to 32 psi get 3 percent better mileage than at 24 psi.
Does nitrogen make any practical difference? You couldn't prove it by me. I found no scientific tests showing that nitrogen-filled tires stayed inflated longer than average under normal conditions. A car-buff buddy was sure it worked but conceded he had only anecdotal evidence that it did.
As for moisture, changes in humidity affect tire performance two ways. First, the density of humid air fluctuates more with temperature than that of dry air, so removing humidity can keep your tire pressure more consistent, especially when the temperature climbs over 100 degrees Fahrenheit. That may be a legitimate concern in Formula One racing, but it's not much of an issue if you're just tooling around town.
Humidity can also be a factor in wheel maintenance — since pure nitrogen doesn't have moisture in it, supposedly your wheels won't rust as quickly, which could lead to improved wheel performance and air sealing. The question is, how big a problem is wheel rust these days? According to a few tire and wheel shops we contacted, not very. Seriously rusted wheels are uncommon in typical steel-wheeled cars, and many high-performance cars have alloy wheels that don't rust at all. One exception is work vehicles such as dump trucks, which are exposed to a much harsher environment.
Another claim I've seen is that since nitrogen is slightly lighter than air, you'll save weight and get better performance. However, we're talking about a weight difference of less than 4 percent of the gas in the tire — in other words, a difference of less than an ounce for most vehicles. A possibly more realistic benefit is that nitrogen is largely inert chemically at low (i.e., normal) temperatures, so it won't attack the rubber in your tires like oxygen does. Oxygen attack is something both the National Highway Traffic Safety Administration and Ford Research have studied, and can be a problem for tires used for a long time or in rough conditions.
More important, nitrogen doesn't support combustion, which is one reason aircraft and the space shuttle use nitrogen in their tires. The wisdom of this precaution was brought home by the crash of Mexicana Airlines flight 940 on March 31, 1986. Shortly after the Boeing 727 took off from Mexico City en route to Puerto Vallarta, an overheated landing-gear brake caused a tire improperly filled with air instead of nitrogen to overheat as well and explode, rupturing fuel and hydraulic lines. The ensuing fire and crash killed 167 passengers and crew. However, unless your driving habits are of the X-treme variety, the chances of your tires catching fire anytime soon are slim.
Overall, filling up with nitrogen won't hurt and may provide some minimal benefit. Is it worth it? If you go to some place like Costco that does it for free with new tires, sure, why not? Elsewhere, though, I've seen prices quoted as high as $10 per tire, which is way more than I'd pay. Rather than shell out for nitrogen, you'd be better off just checking and adjusting your tire pressure regularly, something the NHTSA says less than 60 percent of U.S. motorists actually do.
—CECIL ADAMS
and yes, I do have a compressor and check my tire pressure in the morning each week, and sooner if there has been a big amount of humidity or high / low temp changes..I must be doing this right as my tire dealers tells me so...he is not trying to sell me anything new...but, I see more and more vehicles on the road with the N filled tires...
Nitrogen filled tires 
My wife's Trailblazer gives a tire pressure warning on really cold mornings that goes away after driving a few miles. Pressure seems to vary about 5 or 6 pounds with temperature change. 
