So you dirty the system where its supposed to be
    installed, a server, with gcc, make and friends?

That's the way nginx is traditionally installed, and we're shipping an nginx plugin.

    State so on your documentation/page before telling the
    user curl | bash

The first thing the install script does is check if you're on a supported system, and if not it exits. Since the vast majority of people running the script are on supported systems, this seems better than putting a lot of warnings up front.

    Your script does not support transactional
    installations, as it is it can break at any point
    in the script leave the target system broken/dirty

By default the script only builds ngx_pagespeed, and doesn't install it. If you ask it to handle the install, it call's nginx's "make install", which again is the standard way you install nginx.