I agree, although I'd stick with packages for almost anything as it's just too much work to keep up with every release of every piece of software in your stack

I agree, although I'd stick with packages for almost anything as it's just too much work to keep up with every release of every piece of software in your stack (except for, as you mentioned, special circumstances like Geartbleed). Plus, since in this case the repository is managed by nginx.org, it's hard to beat them to a new release even if you compile from source.