Race cars at the highest levels use nitrogen in their tires and shocks. This is because nitrogen has virtually no air in it , therefore no moisture at all. The moisture is what causes your tire pressure to rise as it heats up. While this doesn't matter in your daily driver, which you can now get filled with nitrogen at your local major tire supplier - better fuel mileage being the reason, race car tire pressures are set to very exact numbers. Long story short, they do not expand and affect handling. So , the two major advantages to nitrogen for a pcp application are, No moisture in your gun and you can get much higher pressures to store in larger tanks for more fills at your disposal. The only disadvantage I could possibly see are the "O" rings may not be compatible with nitrogen, but that deterioration would take a fair amount of time to occur. It would not be an instant failure, and most likely as long as you don't over pressure you would be safe. If you had your own tank for a couple hundred bucks, most welding suppliers will do a empty for full exchange, as they would for other types of gases. Last, having your own compressor, a good filter and tank long term I think is the most cost effective and reliable way to provide fuel for you fun. I always seem to run out of my welding gases on Saturday right after the supplier closes until Monday. I would go nuts if that happened with my toy. Ha, Good luck whichever way you go.