I think if you like to hack, upgrade, and work on bikes, the Nano is prolly the way to go. If you don't, the other options are better. You really need decent mechanic skills to work with a bikesdirect bike. Make sure you buy some grease if you buy a Nano, there is none on the bike. You'll want to overhaul the hubs, grease the threads on the bottom bracket, overhaul the headset, and grease the stem and post at a minimum. And buy rims strips.

I've a Nano, and there is very little left of the stock parts loadout at this point.