Nitrogen is simply a more stable gas across a wide heat range thus giving a more even handling characteristic by maintaining a more constant pressure within the tyre as the tyre heats and cools during it's duty cycle.
Trouble is it can be expensive and if you get a puncture roadside it won't make much difference. Not for my daily ride methinks....My rear tyre has a plug in it already.....I fitted the plug to my 100 mile old tyre 2 years ago. Still going strong 7000 miles later.
although getting worn now.