Co2 is used as said previously its easily compressed into a liquid, air is not used as to compress enough air would need a more sturdy cylinder as it is not so easily liquefied.
Nitrogen is even more difficult to use in a liquid form and as for NOx im not sure who would supply it as its only manufactured in the UK by BOC who wont sell to anyone other than medical ie not to the motorsport industry.
Helium you must be kidding it would cost a fortune , the only reason we still fill balloons with it is that medical has to be ultra pure and boil off from these cant be condensed so its used in balloons. Plus its a finite resource