Thanks again for the comments guys.
Hi Nick, the kit is nothing exotic, just a D200 and a Sigma 10-20mm. As for filters - none.
Aye, it's a HDR. Now I know straight away that's going to put some people off the shot, and I understand why too. The trouble with HDR, well there's a few. Firstly it can leave some pretty obvious signs, for example halos, loss of shadow, lacking contrast and depth, awful CA, just to name a few. If you're aware of these issues it is possible to get rid of them, or at least reduce their visibility in the shot. With no one mentioning it so far, I guess maybe I've succeeded to a degree with this one.
The second problem with HDR, we see too much poor HDR, or it used where it simply isn't necessary. I see it used to balance the most benign of landscape shots, where simple manual blending would give much realistic and pleasing results, it's just not as easy as it is to hit the 'create HDR' button. How many threads do we see here where it says 'warning - HDR'? It should say 'warning poor HDR', or give no warning at all as the viewer would probably never notice if it's done well. Of course obvious HDR also has its merits, and of course I know they're not everyone's cup of tea, though I do think people become averse to HDR because of the countless times we see the poor use of it.
This shot would have been pretty tricky to blend, due to the bright low sun, and the shadows in the shot, but by using HDR I was able to get the balance between really bright and dark areas, where using filters wouldn't allow due to the complexity of their positioning, least for someone of my limited talents.
My workflow for this shot was a bracket of 9 with 1EV steps for the bottom half of the shot, then the same for the top half. The reason for two? It gives me more flexibility in composition, as I don't have a TS lens, also it gives me a big file to work with, which can translate to a big print, this one's 4432 x 5248, or a 22mb Jpeg, so there's plent of 'fat' on it to work with. Once I've created the HDR's I don't just accept the defaults Photomatix spits out, they're too 'HDR' if that makes sense, and not what I wanted for this shot, so don't be afraid to adjust those sliders, which direction depends entirely on what you're after. After I'm happy with those (though they still need a lot of work), it's into PS to create the panorama. Normally this also doesn't come out as I want, do sometimes it gets a bit of a distort. Once you've got your panorama, it's the usual layers of levels and curves, and all the rest of it. This particular shot went for PS to LR countless times before I was happy with it.
So, hope that helps as far as the processing of the shots involves. I didn't include it at the beginning because I though some might instantly dislike the shot should HDR be mentioned in the same post. I'm sure that some of the posters here have spotted it was a HDR.