I have had TPMS on 4 of my last cars. Once you have it you will be amazed at how much regular compressed air pressure changes with temp. It always drops around this time of the year as it gets cold. It will go up in the spring. Race cars use nitrogen as a fill because it is not as sensitive to temp changes. My QX56 came with a nitrogen fill on it's tires and I do not have this issue with that car.

You do not have to do anything different except to tell the guy when you change your tires. He has to be careful of the sensor. The sensor is part of the tire valves. On my old vette it was strapped to the inside of the wheel. The only thing I do not know is how long the power lasts in the sensor.