Correct way in new versions of nginx

Turn out my first answer to this question was correct at certain time, but it turned into another pitfall - to stay up to date please check Taxing rewrite pitfalls

I have been corrected by many SE users, so the credit goes to them, but more importantly, here is the correct code:

server {
       listen         80;
       server_name    my.domain.com;
       return         301 https://$server_name$request_uri;
}

server {
       listen         443 ssl;
       server_name    my.domain.com;
       # add Strict-Transport-Security to prevent man in the middle attacks
       add_header Strict-Transport-Security "max-age=31536000" always; 

       [....]
}

You can use the information on Wordpress database and some SELECT's to assemble a from-to list of URLs that basically has the old URLS to the new URLS, like:

/beautiful-title /2011/03/23/beautiful-title

and then use this information to write a long, very long depending on the number of posts on your site, rewrite. It's not pretty. You would have a long file with:

location / {

    rewrite ^/beautiful-title/?$ /2011/03/23/beautiful-title permanent;
    rewrite ^/beautiful-title2/?$ /2011/03/22/beautiful-title2 permanent;
    ... and so on ...
}

Yes, you will have to put each of the old URLs pointing to the new ones, there's not much to do since the new URLs are depending on dates. The good news is that theoretically you must keep it up just for some time until the robots notice the permanent redirect (301) and update the database. The same can't be said about people who bookmarked your posts.