Basically, nuke behavior is hard-coded. Level 1 nukes have the Atomic Bomb effect of damaging units, improvements, and cities, while level 2 nukes have the Nuclear Missile effect of destroying units and improvements and hurting cities even worse. In XML, there are only a limited number of things you can do to alter these effects. There are a few values in GlobalDefines that govern exactly how badly an atomic bomb will damage units and such, but entirely new behavior isn't possible, and you can't make additional nuke damage types. (That is, you can't make a new bomb that hurts units like an A-bomb but destroys improvements like a Nuclear Missile, or that destroys units but leaves a city intact.)
Within Lua, there's a bit more you can do. A RunCombatSim or EndCombatSim event can be used to trigger an additional effect when a nuke is launched; there's a bit of a headache figuring out where the nuke is targeted and what units or cities will be in its blast radius, but it can be done. The usual Lua caveats apply, though: the AI won't have any idea how to deal with this (not that it deals with existing nukes very well), and the CombatSim events are incompatible with Strategic View or Quick Combat.
In theory the DLL will allow us to alter these behaviors much more easily, so you may just want to wait a few months. Barring that, there's not a whole lot you can do to change the nuke effects.
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