@phryk most of the time, unless you Really, Positively, Definitely Know What You're Doing And Know That Some Content Should Never Be Cached, Honestly For Realz.
If it's a blog-type site, I would recommend configuring your nginx edge such that it always caches (in case of static content) or micro-caches (in case of dynamic content) everything, including error messages.
Otherwise you are complicating your life for no benefit.