I wouldn't do it.
I am not sure which Nano you have, but I have 2 ipods, a 3G and a touch, I recall that the volume default is 50%. Some models may have volume memory, so if the volume happens to be near max when connected - BAM. That you could damage your speakers. Volume changes very quickly on an ipod.
Also the 3.5mm headphone connector (if you are using a 3.5mm headphone to RCA audio cable) could come loose and cause a pop sound. Another issue is the sound quality using the headphone out....a docked iPod is much better since it bypasses the internal ipod amp. Wait, with a dock the ipod volume is fixed, since it is at line level signal....you would need a pre-amp. Though the SQ is still better with a dock, than through headphone jack.
The macbook may be a bit safer, but still risky, with a direct connection to a power amp. With that method you would have both the iTunes volume and system volume to use as control. If you try, be very careful.
cheers,
ed