With a 6th gen nano, you can record your runs (and send workout data to Nike+) without having a shoe that holds a sensor. I believe you can use a shoe sensor, as a choice, because a sensor that is on your shoe is probably more accurate than the iPod just counting your steps (as a pedometer). You will need the Nike + iPod Sport Kit
It has the shoe sensor and a Bluetooth receiver that attaches to the iPod dock connector. It shows 6th gen nano as being compatible.
NOTE: A 7th gen nano has built-in Bluetooth, so it just needs the shoe sensor (which is sold separately). It can also record runs without a sensor on your shoe.
You do not need special Nike shoes with a hole inside for the sensor. I run with New Balance, and I put the little sensor in one of these (attaches to show lace)