What is the best way to enable nested shortcodes?

Is this the best way to enable nested shortcodes?:

add_filter( 'the_content', 'do_shortcode' );

I keep finding mixed results and want to be sure I won’t break anything else!

http://codex.wordpress.org/Shortcode_API#Nested_Shortcodes

Everything you need to know about nested shortcodes in WP