I have a Desert Delight in full sun. It is a great producer with tasty fruit. If I had it to do over, I would have not allowed it to produce the first year, & little the second, because it seemed like it was a struggle towards the end of summer. It is very prolific & will set far more fruit than it should. Mine is going into it's third year now (it was a #15 when I bought it). It is already busting out in new growth & bloom. It flowers early, but produces later than the Desert Dawn. I would definitely focus on root & leaf growth at the expense of the fruit the first couple of years. The nectarine did much better than the cherries & plums I planted in the same area, though all survived. I hope that helps.

paint the trunks and main branches with white citrus paint, keeps the sunburn down ... and provide some shade cloth the first year if they're smaller, if you can ...

It's good to hear that there are nectarines growing successfully in the full sun!
This first year I will be cutting the tree back as recommended by the Dave Wilson site on the Backyard Orchard culture page so, I am not expecting any fruit at all. We'll see about fruit for the second year after I take a class on Backyard Orchard culture pruning but I doubt if it will be much.
I also have cherry trees, a Minnie Royal, a Royal Lee, a dwarf Stella and a dwarf Lapins and 3 different plum trees to plant in the same area.

Painting the trunks and main branches and putting up shade cloth will be no problem. I did this with my baby citrus and other tropicals last summer and it worked beautifully.
Of course now I have to post for a cheap place to buy shade cloth:)

All our Nectarines do fine in our full sun and their in cans above ground at the nursery here.. the main issue in our area with nectarines is thrips.

agility_mom, we purchased ours thru Gempler's online ... way cheaper than anyone could give us locally ...

Here is a link that might be useful: Gempler's Shade Cloth

Turtleman, what do you do for thrips?

I use Hort Oils but that might not be "up your ally" so to speak. Following a good IPM will do best over the long term. The best thing is to be able to ID what they look like and the signs they leave, that will give you a good idea of the population (sticky traps work well also)and the coarse of action you'll want to follow. I found a link here that's a good guide line for treatment. Also check out the UCD site on IPM (my old collage :) lol).
When it comes to pest, it's not a matter of "if" you have them, you already do, it's a matter of how large the population is to cause damage.
Thrips cause more damage in Nectarines over Peaches here because Nectarines have no "fuzz" on there fruit as peaches, Thrips suck on the young fruits and scare them. Once scared the fruit doesn't size out and looks like it has frost damage

Here is a link that might be useful: About Thrip Controal