Brooks, Depending how much you are going to use it, The entry level nitrous kits don't require much for engine modifications. They usually add about 125 horses. I haven't had a lot of experience with kits for fuel injected cars but the entry level kits usually have a plate with two nozzles that inject both nitrous and gas at the same time. This overcomes the possibility of leaning out on the gas while using the nitrous, which as someone mentioned above, is a bad thing. Depending on the car, you will probably never use it more then a second or two at a time. You don't want to kick it in until you are at least midway through the powerband and always only at full throttle, so the RPM's will climb pretty quickly and you will have to let off when hitting redline. If you go for something above an entry level kit the expenses rise. One reason is instead of a plate you have to start porting the injectors into your manifold, and usually should go with forged pistons, crank and connecting rods. You can get pretty nuts with the stuff though. I saw a kit that added over 1200 horses, guy must have had like a mile of line running to all the injectors....
Used to be pretty easy to get the bottles filled, this was like 8 years ago, don't know if it has gotten harder. Cost was about $2 a pound then. One thing to keep in mind is pressure in the tanks flucuates greatly with heat, so if your trunk or whereever the tank is heats up, performance will be greater, but so will possibility of problems.
Hint: Try to never let a burst of excaping gas touch bare skin.....entertainment for onlookers, pain and annoyance for you......