I have a Nano as well and I had a few FTEs with 115 gr range ammo at first. Once it got broken in a little, it was good to go with pretty much any quality ammo. It never had a hiccup when using more expensive self defense ammo.
Strangely enough you'll probably get some of the worst reviews of this pistol on the Beretta forum because it's just not like their beloved 92s or anything else in the Beretta lineup. There's a lot of guys that really slammed the Nano for not functioning 100% out of the box with whatever cheap garbage they could feed it but personally I don't think that's a legitimate complaint. Brand new the gun runs fine with quality SD ammo and let's face it, it's a carry gun and a SD weapon, not a range toy. Who in their right mind is going to carry one with cheap range ammo in it? No one, so that argument is invalid.
Granted, you don't want to have to spend a fortune on expensive ammo just to get some range time in with the Nano but that isn't necessary. There are plenty of choices in 115, 124 and 147 gr fmj ammo that have enough steam to cycle the Nano reliably. Once it's broken in it's a total non issue anyway.
As a carry gun I think it's a decent choice if you're after a compact single stack 9. I think its looks are a little odd and the trigger is a little long but it shoots great, has low perceived recoil and is available at a decent price.
Now with all that being said, my lgs has Shields on sale right now for $349 and I am really tempted to take one off their hands. I don't think it'll shoot or carry any better than the Nano but there are trigger upgrades available for it and I think it's a little sexier looking. It also has a slide stop which some people prefer to have but I never really missed it on the Nano.
If there's anything specific you want to know that I haven't covered, I'll do my best to answer any questions you might have.
Edit: I just noticed this from your post
I would prefer the Nano,as I plan to pocket carry...
The Nano may be classified as a pocket pistol (and I have heard of guys carrying them that way) but I think it's a little large for that. The Shield is bigger still, so I guess if you're considering that a pocket pistol then the Nano should be fine for you.