I've tried both... N2O essentially just turned my coffee into foam, and it took a very long time to reduce back into a liquid, and just didn't taste like nitro cold brew in the end, but rather just like the original cold brew.
N2, on the other hand, I was immediately was able to dispense as a liquid, and came out of the bottle with a nice amount of head on it, and cascading small bubbles in the coffee. Worth the slightly more expensive cartridges!
I also got a set of these tips from Amazon... I use the short one. I don't know if they're essential, but it seemed to help the output.