I gotta say, I'm pretty surprised at this thread. I think nitrogen is absolutely worth the cost for an autocross or track car. For a daily-driver-only, yes, it's marketing BS (especially about it not leaking out as fast -- wtf?).
Running nitrogen for the past couple years, I have learned that it saves me from having to bleed during a heat and re-add air after the event. Nitrogen does expand when hot, but not nearly as much as air does (and yes, I am aware it's not pure nitrogen,

point still applies). If I have my tires set to 32psi cold, then on a hot July autocross day and the car is sitting in the sun on hot tarmac the pressures would get up to 42-45psi after a run or two. This makes the car feel like it's skating and I have to let air out to achieve the appropriate pressure for good grip. But then when I get home and drive to work the next day, they only have ~27psi in them, and I'm not getting optimal fuel economy and I have to add more air to get them back to where they need to be for daily driving (or the next event in colder temperatures).
With nitrogen, however, I can have them set to 32psi and even on the hottest autocross days the highest I have ever seen is 35-36psi, and this is perfectly acceptable for good grip in my car on hot tires. At the end of the event, I drive home and the next morning they're back at 32psi and I'm good for daily driving.
Maybe I'm lazy, but one extra thing I have to do during and after an autocross is not something I really want to do if I can easily avoid it.
You can also use an air guage to bleed air and a 12V compressor to add air back in for when you go home. It also becomes expensive when you (John) knock valve stems off and let all the Nitrogen back into the air.