Don't build them for 2 reasons;
1) Watched my brother playing a game on a mid level of difficulty and he'd managed to get control of his entire continent, 20+ cities. He proceeded to build Nuclear plants in all but the smallest, while raving about the increased production. Less than 50 turns later there was much swearing as they started exploding all over like firecrackers

(In one turn alone he had 3 blow up I think). No idea what version of the game this was though, may even have been Civ3.
2) My citizens seem unable to dig a hole in the ground and carry out lumps of coal or iron without collapsing the mine on themselves every few years. And all the money I spend on 'Improved Mine Safety Measures' must go towards lighting the mine with petrol bombs, or the sparkley fuses on blasting dynamite or something..
Let them start banging together lumps of enriched uranium and/or plutonium in a power plant? hmm not yet thanks