I bought an Arduino Nano since it has the FTDI chip built in, easier than fiddling with an external board. However when I connect it to my computer I am unable to upload sketches, I get the error "stk500_recv(): programmer is not responding". Why? I have tried many sources for drivers and still it doesn't work, why doesn't it work out of the box, isn't that the whole point?
Regarding working "out of the box" probably depends on whose box you pulled that nano out of. 
So look at the USB chip on the underside of the nano and load the driver for that particular chip.
did you buy from where ? if you buy from ebay can you add link here?