Both breadth and depth
I took 3 Nanodegrees, and I can safely say that I enjoyed the Data Analyst Nanodegree (DAND) the most. Udacity's DAND offers a very comprehensive track that is very project-oriented, with coverage on both breadth and depth: Python, scikit-learn, machine learning, R, exploratory data analysis, MongoDB, and visualization libraries like D3.js and dimple.js. The projects are extremely open-ended, and the datasets are both real and challenging. Comparing to other programs, the DAND is less academic, just as rigorous, and very applicable; you end up graduating with a very robust portfolio. Loved it.