1 and 5 are the same solution, and you can get them already integrated
with other goodies at http://openresty.org/, but in source form only.
That being said, here are the build instructions:
tar xzvf ngx_openresty-VERSION.tar.gz
cd ngx_openresty-VERSION/
./configure --with-luajit
make
make install
You should have perl 5.6.1+, libreadline, libpcre, libssl
installed into your system. For Linux, you should also
ensure that ldconfig is in your PATH environment.
I believe that Nginx supports (Fast)CGI out of the box, no idea for uWSGI.