Nick became a ghost because he was afraid of death - in Rowling's world, being a ghost isn't death, its more a facsimile of life, a shadow. Cedric would never be afraid of death - he was a courageous man. Also, Cedric didn't have any unfinished business - he knew who his murderer was, and he knew Harry would do his best to bring meaning and justice to Cedric's death.
Fear and uncertainty are the two main reasons to become a ghost - Sirius and Cedric had neither.