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I using nginx since age of chaos and so far "load problems" is word which i no longer recognize.But again as i have pic sites only that might be one of the reasons why load is fine.And when it comes to varnish,i dont have experience with it(having optimized nginx did the job in my case)but it's not only caching solution,you might try several ones before picking right one.
And when it comes to script issues,that is indeed one of problems when using nginx -first,some scripts could have toocomplicated regex which cannot be converted to nginx automaticly,so then unless someone already converted regex to nginx format it will be toomuch hassle to find right regex
-second,some of php functions are exclusive to apache like php include virtual and that make it impossible to make it work on nginx,and some other functions as well
That problem can be resolved by proxying certain domain to apache,so if i need to use script which not working properly on nginx or have toocomplicated regex then i simply proxy it to apache.In shortly you will need to make several tests before finding the right solution.
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