All three of my cars have nitrogen in all the tires. (bought the tires at Costco and that's what they fill up with) The Costco guy even completely deflated my spare tires and filled them up with nitrogen.

Nitrogen does seem to work as advertised. I notice very little pressure change even after a few months. (but it is still very important to check the tire pressure on a regular basis with a quality tire gauge)

Oh, and Costco puts green caps on the tires to remind you(or other mechanics) not to fill them up with regular air.