Bobby is right. If all you want to do is to extinguish a furnace fire, then you can apply steam or CO2 (from a big fire extinguisher) just as easily or easier than you can apply nitrogen.
Nitrogen can be generated and stored in different ways. You don't even spend time asking what those different methods are and how you intend to store the gas (or cryogenic liquid?). You have to spend time in learning about your different options and which ones can be applied safely and economically to your project. It is obvious that you haven't invested that time and effort.
I can tell you from experience that both steam and CO2 are going to be a lot more inexpensive in capital and operating costs than compressed or liquid nitrogen. How or where did you get the idea that nitrogen is the inert gas to use in order to extinguish your furnace?
Also, what kind of furnace are you writing about? Your lack of being specific and identifying the type - and size - of the furnace leaves a lot of questions up in the air. If you have a furnace that can't tolerate steam or CO2, you should state so, and for what reason.
That way, you will get a more accurate and rational response from our members.