Many people are gonna tell you that Nexus is a bad show to start with, as it is not a "traditional" Ultraman show.
While this may be true, I would highly recommend that you watch it, as it is one of the best Tokusatsu shows out there aimed for a slightly older audience.
Without spoiling too much. Nexus is pretty much a story that plays with the idea of how people would actually react if an Ultraman showed up in real life.
In all the other Ultra shows, the Ultramen are regarded as protectors of Earth.
In Nexus, they are regarded as aliens that must be destroyed.
Nexus is also interesting as the Ultraman himself is not the main character. Everything that happens in the show is seen from the perspective of what you would normally consider one of the supporting characters.
This allows the show to actually focus a lot more on the side characters, and keep the Ultraman himself as a mystery.
As mentioned before, the Ultramen in this show are not considered to be champions of goodness, and it is something that is focused on a lot during the show.
There are multiple Ultramen in the show, and except for Nexus himself, the others are pretty much demons/ghosts from the depths of space, and they add a horror element to the story which is actually very very interesting. I remember one episode where one of them is driving a character crazy by haunting her.
It is like Kuuga, just 10 times scarier.
The action is also completely different from other Ultraman shows.
Usually the Ultra fights are quite slow and uses a lot of wrestling. In Nexus, you see more fast action and martial arts.
It is pretty much Ultramen fighting like Kamen Riders.
[ame="http://www.youtube.com/watch?v=njsPLHNhyrQ"]Ultraman Nexus VS Dark Faust - YouTube[/ame]
Give the show a chance. You won't regret it.