I would think you would want a full flex/ mid flex for nymphs.
First, you want a nice open loop, which the softer actions provide. The fast rods with nice tight loops shoot the line far, but can tangle up a nymph or two with a shot and an indicator in a heartbeat.
You get more "feel" with the softer actions rods, which helps a little in strike detection and the fight feels better.
How soft to go has to do with mostly with your fishing style and to a lesser degree how often you mix it up with different styles of fishing. Try and see what you like better. But, pass on the rockets for the first go round.