I enjoy it all except the Green Dale dance scene. The first time I watch I had to on stream, and it kept cutting out. So I had no clue what was going on. But enjoy it a lot more on the second viewing.
Regarding Nex there's a handful of suspects giving to us at the end with that montage.
Jeff - Annie suspects him at the end.
Britta - Motive she's trying to write a paper a psych paper on the bandit. I think she typo's Ass Crack Bandit with Ass Crack Britt.
Abed - His similarities to Hannibal, coin trick at the end. Another point is the oddly meta phone call about Jeff and Annie using him to get closer.
Shirley - She was the one they saw at the dead end, and she's making money off the no-change sandwiches.
Hickey - I don't think it was hinting at anything, besides this being the second case he's been involve with that went unsolved. Maybe he won't let this one get away?
Lunch Lady - Shady eye look around.
Rhonda - Playing quarters with the Dean, homage to Hannibal playing games with cops.
Annie - "Or Her."
The strongest case is that the Bandit disappeared for a year, which is around the same time that Jeff, Britta, Abed, Shirley, and Annie.
On Reddit someone came up with a theory that its Pierce. Because of Starburn's wig makes him look like Chevy; http://imgur.com/mk75Z75