Hmmm... I wonder what character build I should go for when I do the nightmare mode...
Thinking about your question ...

A)If you like a real challenge you can do 2 things or more, depends on your creative mind
1) you can play your favorite build that suits your playstyle best BUT give yourself HANDYCAPS like stopping to invest statpoints or skillpoints ...
2) OR try to build a character that can't use magic or may not use some kind of weapons etc ...
3) Or you can try that kind of build you've the most problems with to survive (warrior, ranger, priest, mage, ...).
B)If you like a challenge but you find it important to have fun and don't love a "sadastic" difficulty
choose your favorite build, don't give yourself "too difficult handycaps" and take the nightmare difficulty