This question is more of a curiosity. Which is the most used, or recommended to implement and deploy an application in a NuttX environment? I saw that it is possible to have several applications to be called by NuttShell, and you can set applications to run when NuttShell starts. It is also possible to have a standalone application without NutShell. Is there any recommended approach?
No, NuttX is an OS. You can setup your applications in any that you would like.
PX4 uses an NSH startup script to bring up their system.