Independent test results from folks like Consumer Reports have indicated on more than one occasion that the claim about a huge difference in air loss is false. Over a one year period in one test, tires inflated with nitrogen lost perhaps 2 psi less than tires inflated with atmospheric air. Those of us who live in areas with large swings in temperatures have much more of a pressure variation than that just due to temperatures. Rule of thumb, 1 psi for each 10°F difference in temp.
If it's free, go for it. If they try to sell it to you for $39.95 like some of the tire stores and auto dealers around here, keep your money in your pocket. Better yet, use the money to buy a good tire pressure gauge and use it weekly. If you're like me what you will find is that you'll need to add air as summer becomes fall and fall becomes winter, and then remove air as winter becomes spring and spring becomes summer. In other words, in my experience in the Chicago metropolitan area I make a lot more corrections to air pressure due to temperature changes than I do due to actual leakage.
Using nitrogen won't harm anything, but it also won't do all those things the folks pushing it claim it will. And guess what, that temperature thing I just talked about applies to nitrogen just like it does to regular old air (which is 78% nitrogen btw). So unless you live somewhere where the ambient temps never change, even if nitrogen leaks very slightly less than regular air, you still need to check and adjust pressures anyway. Get in the habit of checking and correcting pressures on a regular schedule, and go back to worrying about the important stuff, like will synthetic oil cause my Harley to leak or my bearings to skid.
Jerry
