Nitrogen is NOT a gimmick. Nitrogen molecules are a different size from regular oxygen/nitrogen from an air compressor so they do not leak as fast. That is the sole benefit. By not leaking your tires stay properly inflated, thus you get the benefits of driving on properly inflated tires.
It is a no cost add on at Costco as they use it with all their tires. So if it comes with it then go for it, if not then I would pass.
Supposedly you'll also get less moisture in the tire as well Remember the regular air we breath is comprised mostly of nitrogen... roughly 78%
You have to check your air pressure a little less frequently if you run nitrogen. But most new cars have monitors that tell you if your tires are low on air and if they don't you should be checking about once a month anyways.