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There exists a $3$-dimensional smooth projective variety $X$ which cannot be birational to a smooth variety with nef canonical bundle. This is because $K_X$ is big; if it was also nef it would have no cohomology and we could compute its self-intersection with Riemann-Roch by looking at the number of sections of its powers. It turns out that the self-intersection would be $3/2$.

This example (by Reid, I think) shows that if you want to have minimal models you have to allow singular varieties, so that $K_X$ can still be defined, but is not a Cartier divisor. This has led to the whole branch of birational geometry studying the type of singularities which are allowed in the minimal model program, like terminal, canonical, log-terminal, KLT and so on.