Never have, nor will I ever run copper. Seen them break too many times. But I guess it can be like anything else. Install it wrong and it is bound to foul up.
Ideally you should run a braided line(~$50). Copper is the next best, but it can fatigue and crack. Nylon, well......its just plastic. I personally never had an issue with the one mechanical oil gage I ever owned, but my friend in highschool had a nylon line blow off the back of his and soak his carpet('65 Olds Cutlass, so I wasnt that worried ).
The other option is what I did in my '89; use an electric gage.
I am a fan of electric too, the only drawback in my book is that the needle-sweep is so much smaller than a mechanical one.
Nylon's advantage is the ease of routing the line. If you make too many bends (sharp ones mainly) with coper you can weaken it and the strees will cause a leak somewhere sometime. If you have a fairly straight shot use it.
I may switch back to mechanical for that very reason. I think the graduations on my Autometer sport-comp electric are 12.5psi, but only numbered in increments of 25psi.