I went to Nitrogen last year as it was offered free with my new tyres (in South Africa). I don't think I would have paid anything for it, certainly not $8.00 per tyre. I also just drive in to the tyre shop to get the pressure checked and the tyres topped up periodically, also for free. I can't say there is a radical difference in mileage, but I have got less tyre wear at an equivalent mileage than previously. I also virtually never need to add any Nitrogen, and I do run my tyre pressures at about 10% over factory spec in my Subaru. As pointed out, the primary difference is that the Nitrogen is almost completely dry, resulting in less expansion (increase in pressure) with temperature change.
Helium would not be a viable option. It is the smallest size atom or molecule, as it normally exists as a discrete atom. Hydrogen, apart from being highly reactive, exists as a molecule (H2) and is thus a larger "particle" than Helium, although it has a lower atomic number. Because of this, Helium is used as a medium for detecting leaks, as it diffuses through any gap faster than any other medium. I used to detect leaks in components by charging them with a 10% Helium mix in Nitrogen at 40 bar, and testing them in a vacuum chamber using a Helium detector. Everything leaks, it is the leakage rate that determines the pass/fail of the component. Basically, this is a long winded way of explaining that Helium would very rapidly leave you feeling deflated. For another example, compare the rate at which a party gas filled balloon (Helium/Nitrogen mix) rapidly loses pressure initially as the Helium diffuses through the rubber.
Regards
Mike
