nitrogen would be preferable as it is extremely abundant. around 78% of the atmosphere compared to argon at around 1 or 2%. helium neon etc would all work as well but are much scarcer therefore expensive. read more
Argon is a cheap noble gas; it doesn’t attack the tungsten filament the way oxygen and nitrogen do. Xenon is also used as fill gas, but it’s an extremely expensive element, so usually it’s limited to use in tiny flashlight bulbs. read more
You can't fill a bulb with air or hot tungsten wire will combust in presence of oxygen. You can't maintain vacuum either or external atmospheric pressure will break the glass. read more
Yes, modern incandescent bulbs are filled with an inert gas (argon,) but with a bit of nitrogen. Nitrogen is used because argon supports long sparks and leads to electric arcs and exploding light bulbs, and nitrogen interferes with this effect. read more