If there was some way to implement a version of M.A.D. and re-balance nukes around that, I would very much enjoy nukes.
For example, an ICBM would take one turn to reach the target after firing, and do devastating building damage. If the other civ had nukes in position to fire, they would obviously fire them at this point. Initiating nuclear war completely shuts down diplomacy with any civ for the rest of the game, but defending yourself from nuclear attack has no diplomatic penalties. Perhaps using nukes could get you banned from the World Congress.
More investment required to become a nuclear power, after Manhattan Project, nukes need to be housed in Silos, an improvement that takes workers a long time to make, and needs aluminum.
The thing about that is, in relative "game" time, your nukes would take "years" to get to their target, but in "turns" it makes sense. Perhaps you could have nukes set to auto-fire back if you are subject to attack.
I like bomb shelters, but implementing things like spreading fallout (fallout drifts to reduce tile yields), etc would be great. I think there's a ton they could do with the system.