My list:
1) agA variations - It's fast, has range, kills step, and helps maintain pressure on block. The JF versions have great knockdown, usually keeps them in 1[A] range.
2) 1[A](6) - This is my favorite follow up after iagA hits. It's great for Soul Gauge pressure. Free GS mixups on block. Also no rolling on the ground for you. 1aK to counter jump and GI.
3) GS B variations - Good Soul Gauge pressure. I usually hold B to transition to NSS first because it is remotely safe if you had good spacing in the first place and it also baits the opponent to punish with attacks that can be interrupted/GI'd with GS A. For the most part it's hard to tell if a Nightmare does the NSS transition or the GS transition after GS B so punishment for this move is always different, and if they guess wrong NM gets the reward. On another note GS B6 tech trap to GS B is fun stuff.
4) Throws - I'm very thankful for the range Nightmare has on these. Good damage and oki after A+G.
5) 66B - Long ranged, good Soul Gauge damage, good frames on block, and high damage potential. It's pretty slow and linear, but it's fine if you use it after the right knockdowns, post GI, and other situations in which you can condition the opponent to stand and block. (I'll go ahead and mention 6B:B, 11B, and 3A+B here too. These moves aren't so safe on block, but not a lot of people know/can punish these. Their ridiculous range and Soul Gauge damage make them worth using every now and then.)
6) 1K - It's a low. Enough frames on NH for evasive countermeasures. Advantage on CH.
7) WR [B ]/WR K - These moves are fast. WR [B ] is an awesome FC punish. WR K punishes what WR B can't, and maintains advantage on hit. WR [B ] on CH can either end with 2A+B SC oki or 66B tech trap for high damage and RO/wall splat potential
8) 11K - Frames on block make this a decent mid poke. Somewhat lacking in speed but the TC helps.
9) 66K6 - Faster than 11K, but not so good on block. I mostly use after moves like iagA or 11K on block because I'm looking to NH or CH so I can frametrap to GS B. CH is true frametrap, NH still works if they don't know they can interrupt...if opponents wise up then you can mix in GS A as a followup.
10) 3B_3[B ]/33B6 - Power mids. 3B a lot safer than 33B. 33B is the whiff punisher. Awesome tech trap, damage, and RO/wallsplat potential after both.
In all honesty do not take the order of this list too seriously. The fact I only mentioned his launcher at 10 doesn't mean a thing really. Like everyone has been saying, a lot of his moves are good for their own situations and they are mostly equal in their effectiveness. I also neglected to mention a lot of other moves I use. GS A, NSS A_[A ], 2A+B, 66A, GS KK, 88AB, bA6, aB_a[B ], 88B, and 66B+K are moves that I use often but couldn't really fit into the best of NM list because their use is specialized restricted to combos or something else along the lines of this reasoning.
But yeah, iagA is good.