This gave me the excuse to finally take a quick look at using launchd which is the preferred OS X way to run daemons and services. First look it appears cool and much nicer than rc/init.d/xinit.d et al.
Here's a really simple always-run nexus script, sonatype.nexus.plist. Just drop it into your ~/Library/LaunchAgents/ directory and you should be good to go.
From the command line you can then do this if you want to boot it up straight away - but it should restart on reboot (which I'll test out next time I've gotta reboot :)
launchctl start sonatype.nexusI did try get clever and wait for port 8081 to be used before booting up nexus but couldn't get it to work properly so figured just starting it up on boot was easier :)
Update: BTW the script is available under the Apache License 2.0 if anyone wants to copy it or include it in any distro of Nexus