Nginx + Thin are greate, but auto deployment makes them even awesome! Here's HOW-TOs by using capistrano:
First assumed that you've set up a Nginx-Thin server, if you don't, please read this post.
Typically, there're few things you will always do after
Bundle install: This is most important, otherwise your app might not work at all. This part is included in this post
Copy config files: database.yml, thin_config.yml, some scripts... and so on.
Precompile assets: This is of course you must do for performance, I think maybe it could be done before deploy but anyway I do this after
Restart thin servers and nginx server.
And we're going to make these things done automatically. Here's a sample configuration for deploy.rb