Ontario Canada. Around this time of year, one day it's 25+ degrees Celsius the next it's 5.
Some benefits I can think of is not having and moisture in your tire, preventing corrosion, it won't escape though the rubber as easily as air, it handles heat better.. So as your tire heats up or cools, the pressure should remain more constant. I think that's the biggest reason it is used in racing. There's more benefits but I'm sure you'll Google it.
If your tires are pissing air, there's a bigger problem at hand. Though you should regularly check your tire pressures anyway.
If you do change to nitrogen in your tires, you should drain air, fill with nitrogen, drain, fill, drain, fill several times to make sure you are purging all the air out.
I work with nitrogen everyday at work. (build a/c systems)
I may go to nitrogen myself just because it's so easily accessible to me. On the other hand I love when my tires get hot so maybe air is better?