Rebuilding a server I'm an admin for, I realized that it might help others, as well as my future self, to document the few minimal steps needed to use Nginx on Ubuntu.

1. Run the command sudo apt-get install build-essential libpcre3 libpcre3-dev libpcrecpp0 libssl-dev zlib1g-dev.
2. Download the source, extract it, and cd into the resulting dir.
3. Run the command ./configure --with-http_ssl_module --sbin-path=/usr/local/sbin.
4. Run the command make.
5. Run the command sudo make install.
6. Optionally edit the config file (/usr/local/nginx/conf/nginx.conf).
7. Add the code shown at the end of this post inside the file /etc/init.d/nginx.
8. Run the command sudo chmod +x /etc/init.d/nginx.
9. Run the command sudo /usr/sbin/update-rc.d -f nginx defaults.
10. Run the command /etc/init.d/nginx start.

#! /bin/sh

### BEGIN INIT INFO
# Provides:          nginx
# Required-Start:    $all
# Required-Stop:     $all
# Default-Start:     2 3 4 5
# Default-Stop:      0 1 6
# Short-Description: starts the nginx web server
# Description:       starts nginx using start-stop-daemon
### END INIT INFO

PATH=/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin
DAEMON=/usr/local/sbin/nginx
NAME=nginx
DESC=nginx

test -x $DAEMON || exit 0

# Include nginx defaults if available
if [ -f /etc/default/nginx ] ; then
    . /etc/default/nginx
fi

set -e

. /lib/lsb/init-functions

case "$1" in
  start)
    echo -n "Starting $DESC: "
    start-stop-daemon --start --quiet --pidfile /usr/local/nginx/logs/$NAME.pid \
        --exec $DAEMON -- $DAEMON_OPTS || true
    echo "$NAME."
    ;;
  stop)
    echo -n "Stopping $DESC: "
    start-stop-daemon --stop --quiet --pidfile /usr/local/nginx/logs/$NAME.pid \
        --exec $DAEMON || true
    echo "$NAME."
    ;;
  restart|force-reload)
    echo -n "Restarting $DESC: "
    start-stop-daemon --stop --quiet --pidfile \
        /usr/local/nginx/logs/$NAME.pid --exec $DAEMON || true
    sleep 1
    start-stop-daemon --start --quiet --pidfile \
        /usr/local/nginx/logs/$NAME.pid --exec $DAEMON -- $DAEMON_OPTS || true
    echo "$NAME."
    ;;
  reload)
      echo -n "Reloading $DESC configuration: "
      start-stop-daemon --stop --signal HUP --quiet --pidfile /usr/local/nginx/logs/$NAME.pid \
          --exec $DAEMON || true
      echo "$NAME."
      ;;
  status)
      status_of_proc -p /usr/local/nginx/logs/$NAME.pid "$DAEMON" nginx && exit 0 || exit $?
      ;;
  *)
    N=/etc/init.d/$NAME
    echo "Usage: $N {start|stop|restart|reload|force-reload|status}" >&2
    exit 1
    ;;
esac

exit 0