I use my host's automated installer to get it running.

I don't use nginx.

I've never used WPMU in anger.

Though if I were going to try, I'd use
https://help.ubuntu....mmunity/WordPress
and
http://codex.wordpre.../Create_A_Network

Especially read that second one to see if you really want multi-site, or if you'd rather have multiple individual installs.