I carry a 4-stop ND grad and quite often use that with my kit lens to get the effect right off the bat, however it isn't big enough to properly cover the Sigma 10-20 at the wide end (as used in that shot) so those get a gradient layer blended in 'soft light' mode and then a bit of poncing around with layer masks.
As CAClark says, a polarising filter used correcly on a wide angle can give that effect straight out of the camera too. Never tried it his way in Photoshop though, will give that a whirl
