Self-assembled GaN nanowires (NWs) currently are a subject of sustained interest in the scientific community motivated by both their potential applications for new LEDs, which should take benefit of the improved crystalline quality of those nano-objects, due to a strongly reduced defects density. In addition, interest of the scientific community for these 1D nano-systems is also related to the new fundamental questions opened by their strongly anisotropic geometry, and to their potential as possible building blocks for future nano-electronic devices. In this context, Raman spectroscopy has been increasingly used to study nitride NWs and several new phenomena have been reported to date with respect to these one-dimensional structures. In this work, both GaN and AlGaN nanowires grown by plasma-assisted Molecular Beam Epitaxy (MBE) have been experimentally investigated by scanning electron microscopy, atomic force microscopy and micro-Raman spectroscopy. Experimental results are analyzed and compared to theoretical ones obtained by dielectric models and Discrete Dipole Approximation (DDA) method. Evidence is given for original surface effects in the optical phonon physics related to both structural anisotropy of the material and 1D geometry of the GaN NWs. By using UV resonant excitation for AlGaN NWs in the whole range of composition, we demonstrate the selective excitation of AlGaN with the Al composition matching the energy of the exciting photons. Finally, we analyzed Raman data from single GaN NW after deposition on a flat substrate and we discuss the nature of strongly polarized A1(TO) phonon as a function of the NWs aspect ratio.