Recompiling nginx after using apt-get install nginx
You shouldn't need to uninstall the apt-get version first, but it's a good idea so that you don't inadvertantly walk over your custom recompile with an 'apt-get update' or similar system update in the future.
There are a few reasons your recompile may not have worked. Does the installer have the correct permissions to overwrite the existing file? Is .configure placing the compiled binary in the same place as apt-get? (--sbin-path=/where-you-want-it-installed on .configure, if not /sbin/nginx) Was nginx running when you recompiled? The installer may not be able to overwrite an open file. (You have restarted nginx, right?) Maybe something else, but that's where I'd start looking.