Without the burden of loading the heavy $node object, in D7:

function _my_module_get_nid() {
  $path_args = explode('/', current_path());
  //$nid = $path_args[1];
  if(is_int($path_args)) {
    return($path_args[1]);
  }
  // Log that we failed to load a NID.
  else {
    watchdog('my_module', 'Unable to gather NID at: ' . current_path(),  WATCHDOG_WARNING, NULL);
  return FALSE;
  }
}

If you plan to use the function outside your module, do not use the leading _ at the begining of the name of the function.

Another option, in D7:

function _my_module_get_nid() {
  $path_args = explode('/', current_path());
  //$nid = $path_args[1];
  if(is_int($path_args)) {
    return($path_args[1]);
  }
  // Log that we failed to load a NID.
  else {
    watchdog('my_module', 'Unable to gather NID at: ' . current_path(),  WATCHDOG_WARNING, NULL);
  return FALSE;
  }
}

If you plan to use the function outside your module, do not use the leading _ at the begining of the name of the function.