I would agree as well that it's not necesary. However, with that said, I had it put in my summer tires because there was a deal going on and it was free, so I thought why not. Anyway, the one thing I did notice about using the nitrogen is that the tires did hold there pressure steady for a longer time than when I had just air in them. So that was nice. I didn't take notes or record data on the matter or anything so it's not a good scientific example, just an observation.
The shop did purge the tires but who knows how much of the air they can get out of the tire before putting the Nitrogen in. The valve stems do not need to be replaced. The only reason you see valve stem caps with NO on them is to show/remind anyone about to put air the tires that they dont have air in them. Those came free with the Nitrogen as well.
I have since asked a few shops out of curiosity how much they charge to purge and replace the air with nitrogen and most places have quoted around $10.