I'm pretty sure the crosses were like lower-case t's because Romans used to nail signs above a criminal's head to tell everyone what the guy did. That's why, as legend has it, Jesus' cross carried the sing INRI (or actually JNRJ) meaning Iesus Nazarethi Rex Iudaeorum, or Jesus of Nazareth King of Jews.

As for using nails, it was probably more for pain and visual effect than for actual support of body weight.