I've heard a lot of bad things about the Nano. Apparantly the extremely thin faceplate cracks and breaks very easily and iPod will NOT replace them, warranty or not.

I have a Mini, and it's worked extremely well for me. I love it, havent had a single problem.

Aside from the Nano, they're all pretty much the same, just differences in size and color, so that has to do with your personal preferences.