[f5fstop]

If you add air, it will do away with any benefits. So, you are forced to add nitrogen each time. Granted, the nitrogen is less likely to seep out of the tires, but it does via natural porosity of aluminum rims, etc.
Only way they will increase fuel mileage is the inflation psi stays at recommended pressures for a longer period of time.
The biggest benefits of nitrogen:
Don't need to add more nitrogen as often as with a tire inflated with air.
Tire does not degrade as fast from the inside. This in my opinion is minor, since I wear out my tires from the outside long before they would have time to degrade from the inside.
I know quite a few guys who ran nitrogen in Vettes, but after a while, they gave up due to it being a pain in the arse.