My first bit of advice is check your insurance - only 2 companies in the UK would insure me with the NOS in the car and it has to be turned off when on public roads!!!!!
Power increase - depends what you run - 50 shot gives 50HP 75 shot 75HP 150 shot 150HP etc etc
Installation cost - I would say around £1000 - £1500 depending on how you want it done and what you are running.
Purchase cost - Again depends what you want from £750 (second hand) to £3000 all the bells and whistles and a stand alone management computer
Refill - 5lbs costs £50 (last time I filled one up)
Implications to engine - yes run to much they go bang - you are increasing power so increasing wear, however if you are sensible then you can run it saftley
One big problem on the 350z is you need to retard the ignition timing when you fire the NOS - the ECU cannot do this even with UPREV installed so you either add an aftermarket ECU £1000 upwards or drive around with the ignition permanently retarded so loose performance in normal driving, so you need an ECU that can change maps on the fly - if you have a later model 350 you can have multi maps so you could have 1 for normal and 1 for NOS but you have to stop to change them AFAIK.
Is it worth it - I thought so when it kicks in it is AMAZEBALLS
If you want to see what that looks like this is my 350z Dyno without the NOS 450+ at the wheels.
This is what happens when you add a 75 shot at 3,250rpm
it's not just the extra 50HP at the wheels look at the torque - That is what you feel
Do keep in mind that was on my 350 with a fully built engine, after market cams, cosworth pistons and a huge list of supporting mods not to mention a Haltech ECU and Wizards of NOS controller all hooked up and tuned by Dan at AME
To be honest unless your a muppet like me and just get carried away - spend your money on other Mods -
Better brakes, suspension etc etc or save up and stick an SC on there more power all the time and if you do all that and you still want a bit more then look into the NOS.
Just my opinion - Your Ride - Your Choice
I wish you the best which ever way you go