Are 2" roofing nails through the nailing fins of a new window enough to hold the window in place permanently?
Matthew PK offers some very specific instructions. I happen to disagree with most of them, but they may work for some windows.  I will simply state that every new window comes with specific installation instructions.  You should follow them.  Otherwise you will void the manufacturer's warranty.

Here is an informative article from Fine Homebuilding:

http://www.finehomebuilding.com/how-to/install-replacement-windows-and-flashing-correctly.aspx

As far as fastening the jamb extensions to the trimmer stud goes - unless the window installation instructions specifically forbid it you may want to shim and trim screw just to guarantee plumb/square.  The casing is typically what connects the jamb extension to the trimmer studs.