Capntom,
What you use really depends on your process. If I were leak checking something for liquid service, then I would probably spec out air. Whether the air was dried or not would depend on if the process is moisture tolerant.
For inert gas service, it would depend on how leak free you need it. To me, this would depend on the impurity level of the process. For gases with less than 100 ppm total impurities, I would use helium. Leaks missed with using air can still contaminate the process.
For toxic or flammable gas service I would only use helium period.
It would help if you could explain your process in more detail. The materials of construction can also make a difference.
Helium
Pros: Smallest molecule available. It there is a leak, this will find it. Now how you check for the leak is a totally different matter.
Cons: Expensive
Nitrogen
Pros: Similar properties to that of air. If moisture contamination is a concern, this is better than standard air. If your shop is not set up to handle drying shop air, then this is a good alternative. Even poor grade nitrogen is generally fairly dry.
Cons: More expensive than shop air.
Air:
Pros: Cheap and readily available.
Cons: Moisture contamination.
Hope this helps,
Chris