I used to, every fall. I'm not a fan of icebox pickles, but REAL pickles on the other hand....
It's not hard. Brine can pretty much be made up- vinegar, herbs (especially fresh) and spices to taste, and a bit of brown sugar.
I don't like the canning process, sealing the jars, however. Just makes me nervous, I guess.
I don't know about nutrients much, but I've done carrots, onions, jalapenos and, of course, cucumbers.