I may be slightly OT, but please don't forget that OSB is not a water-proof material. Even the top grade OSB will swell and eventually self-destroy when it is left exposed to rain. Make sure all the exposed parts are properly covered with shingles or anything waterproof.
Back to your original question, I would definitely prefer screws in pre-drilled holes over nails, but if you really want to use nails, there's an old carpenter's trick that helps to prevent splitting of the panel: put each nail head down on a hard surface, and give a small hammer blow in order to slightly flatten the tip. This will makes the nail crush the wood fibers rathen than split them.
