We report a systematic study of the effect of the cationic chain length and degree of hydrogen bonding on several equilibrium and transport properties of the first members of the alkylammonium nitrate protic ionic liquids (PILs) family (ethylammonium, propylammonium, and butylammonium nitrate) in the temperature range between 10 and 40 degrees C. These properties were observed by means of several experimental techniques, including density, surface tension, refractometry, viscosimetry, and conductimetry. The dilatation coefficients and compressibilities, as well as the Rao coefficients, were calculated, and an increase of these magnitudes with alkyl chain length was detected. Moreover, the surface entropies and enthalpies of the studied PILs were analyzed, and the temperature dependence of the surface tension was observed to be describable by means of a harmonic oscillator model with surface energies and critical temperatures that are increasing functions of the cationic chain length. Moreover, the refractive indexes were measured and the thermo-optic coefficient and Abbe numbers were calculated, and the contribution of the electrostrictive part seemed to dominate the temperature dependence of the electric polarization. The electric conductivity and the viscosity were measured and the influence of the degree of hydrogen bonding in the supercooled liquid region analyzed. Hysteresis loops were detected in freezing-melting cycles and the effect of the length of the alkyl chain of the cation on the size of the loop analyzed, showing that longer chains lead to a narrowing of the supercooled region. The temperature dependence of the conductivity was studied in the Vogel-Fulcher-Tamman (VFT) framework and the fragility indices, the effective activation energies, and the Vogel temperatures obtained. A high-temperature Arrhenius analysis was also performed, and the activation energies of conductivity and viscosity were calculated, showing that these transport processes are governed by two distinct mechanisms. The exponents of the fractional Walden rule for the different compounds were obtained. Finally, the ionicities and fragilities of the studied PILs were analyzed, proving that all the studied PILs are subionic and fragile liquids, with propylammonium nitrate showing the lowest fragility and the greater ionicity of all the studied compounds.