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; 

       [....]
}

The best way to accomplish this is using three server blocks: one to redirect http to https, one to redirect the https www-name to no-www, and one to actually handle requests. The reason for using extra server blocks instead of ifs is that server selection is performed using a hash table, and is very fast. Using a server-level if means the if is run for every request, which is wasteful. Also, capturing the requested uri in the rewrite is wasteful, as nginx already has this information in the $uri and $request_uri variables (without and with query string, respectively).

server {
    server_name www.example.com example.com;
    return 301 https://example.com$request_uri;
}

server {
    listen 443 ssl;
    ssl_certificate /path/to/server.cert;
    ssl_certificate_key /path/to/server.key;
    server_name www.example.com;
    return 301 https://example.com$request_uri;
}

server {
    listen 443 ssl;
    ssl_certificate /path/to/server.cert;
    ssl_certificate_key /path/to/server.key;
    server_name example.com;

    <locations for processing requests>
}