Marine Reef and Fish magazine just had a great article on seaslugs and 'branchs written by J. Sprung. Basically I glean from that article just what danmhippo said, nudibranchs are usually short lived in our aquariums due to the specialized feedings they require.
Of about ten species he covered in the writeup, only one, the lettuce nudibranch, seemed even worth trying to keep. He listed some forms of algae it feeds on steadily and then dies off just as quick as that certain type of algae is exhausted. Then you have to deal with the very short lifespan of a well-fed animal anyway, maybe a year or two tops, and on that note I just dont think Id ever buy one for the tank.
Not that I wasnt tempted...my LFS has a lettuce on sale for 5 dollars and it is just striking, slowly crawling on the glass and looking harmless---
not for a nano though...IF I were to try it Id use it in a conventional-sized setup where you at least have some hope of finding a regular food supply.
Brandon