I've been quite happy using Nancy for the past several years. At the time we made the switch, it wasn't possible to use WebApi or MVC in a self-hosted OWIN web server, and our application had lifecycle constraints that made trying to run it out of IIS impractical.

But I've come to really like the way Nancy has explicit API routes, compared to the implicit conventional style, or slapping attributes all over everything. You can avoid a lot of the magical action-at-a-distance middleware behavior that seems to be increasingly common as well.