It is a long way to Nouadhibou, wherever you are coming from. From Morocco you will have had two tiring days of sand driving, customs, and navigating around landmines. Heading south to Nouakchott, the coastal route means another two days of driving along the beach.
There is also the iron ore train to Zouerate — a journey in the wrong direction on the map, but from Zouerate the rest of the country is accessible by road. This route has one significant advantage: it lets you visit the ancient caravan cities of Chinguetti and Ouadane on your way south to Nouakchott, instead of having to backtrack north. See the Zouerate page for more on the train.