For what its worth, nitrogen is probably most usefull in cold climates where pressure loss is imminent and preserving your tires for as long as possible is a value to you. Other than that, prob not worth 40 bucks.
The way i read these benefits list is that they are all related to a pressure loss situations and what happens - not so much as what Nitrogen does better than a normal air fill in a non-pressure loss situation
From Popular Mechanics:
I used to use nitrogen to fill my race car tires because it was the cheapest bottled gas I could buy in big cylinders at the welding shop. Twenty bucks' worth of nitrogen would fill enough tires for a whole weekend of endurance racing, and also would run the air wrenches that I used to change the tires.
Remember, air is about 80 percent nitrogen to start with--so the difference is not profound. The balance of the volume of air is mostly oxygen, which is bad for your tires. Oxygen promotes breakdown of the rubber, so your tires should last longer with pure nitrogen. Furthermore, nitrogen molecules migrate through rubber more slowly than oxygen, so your tires should lose pressure more slowly. (I'm assuming you check your tire pressures on a regular schedule.)
Another, perhaps more important, advantage to nitrogen is that the nitrogen delivered from a welding cylinder or nitrogen generator is desiccated and clean. Moisture inside a tire is bad because it causes pressure fluctuations and corrodes rims. And, I've seen lots of water come out of service-station air pumps. I generally will check the line for moisture before I use it by depressing the inflater pin with my thumbnail. If my thumb gets wet, I try to purge the line for a few seconds. There's also the potential for the compressor to force lubricating oil and garbage from the inside of the tank into the tire. Oil will further accelerate breakdown of the rubber, and dirt can be trapped in the valve core, starting a leak. Worse, some shops use automatic oilers to lubricate their air tools, adding even more oily mist to the mix.
To properly use nitrogen in your tires, all of the air has to be purged, generally by the time-honored tradition of alternately filling and venting the tire. Unless the tire is broken off the rim, cleaned of moisture and debris, and remounted with a waterfree rim lubricant before purging with nitrogen, you'll miss most of the benefits.
Bottom line: I'd fill new tires with nitrogen if the tire shop will do it for free or at least at a discount. Most will. But just cruising in and topping off from a nitrogen hose for 20 bucks? Save your money.