Thanks so muchRob. Following your helpful config files and this nice, noob-friendly tutorial:

http://guvnr.com/web/web-dev/install-nginx-not-apache/

at last I could manage to get nginx running glype.

I put my working config files here just in case they can help others to bang their head on the issue (use Rob's for fastcgi_params):

nginx.conf
[code]
user www-data www-data;
worker_processes 4;

events {
worker_connections 1024;
}

http {
include mime.types;
default_type application/octet-stream;

sendfile on;
tcp_nopush on;
tcp_nodelay off;
keepalive_timeout 5;

gzip on;
gzip_comp_level 2;
gzip_proxied any;
gzip_types text/plain text/css application/x-javascript text/xml application/xml $

include /usr/local/nginx/sites-enabled/*;
include /usr/local/nginx/conf/fastcgi_params;

}
[/code]

vhost1 (example.com)
[code]
server {
listen 80;
server_name www.example.com;
rewrite ^/(.*) http://example.com/$1 permanent;
}

server {
listen 80;
server_name example.com;
access_log /home/public_html/example.com/log/access.log;
error_log /home/public_html/example.com/log/error.log;


root /home/public_html/example.com/public/;
index index.html index.php;
autoindex on;

# pass the PHP scripts to FastCGI server listening on 127.0.0.1:9000

location ~ ^.+\.php$ {
fastcgi_pass 127.0.0.1:9000;
fastcgi_index index.php;
}

location ~* ^.+\.(jpg|jpeg|gif|png)$ {
access_log off;
expires 30d;
}

}
[/code]

As you see these are very basic files, but it took me one week to get them up and running.

Another thing worth noting is that when I used a tweaked version of Glype which happened to lacked main.js, I encountered 404 error (I guess it was the main reason at the first place!) However, apache2 did not complaint about the lacking file it and runs the very same tweaked script.

Now down to optimisation. Hope it does not suffer from bloating behaviours of apache :)