I wouldn't want to have a flat in the building across from that giant glowing sign--I'd never get any sleep with all that light streaming in.
I could probably get a similar look with an ultra-wide lens and DeShaker, though when you walk DeShaker can't take out the subtle up/down motion due to ones stride.
It'd be fun to do something like this in Manhattan, or Harvard Square in Cambridge (Massachusetts), Telegraph Avenue in Berkeley, or Westwood Village (UCLA), or lots of other places.
I just watched this all the way through. (I started getting dizzy about 15 minutes in, though.)
One thing that really stood out to me was that a guy was walking around London with a full Steadicam and a Sony F55, and hardly anybody notices! Very few people even glance his direction or give him a double-take!
Also, I was surprised that much of the foot traffic on the sidewalks seemed to be "walk on the right, oncoming walkers on the left". I would have figured it would be the opposite -- to match motorcar traffic there. But I suppose many of these people are vacationers from other, "drive on the right" countries. Such behavior probably messes up the locals, though.
The music was nice, and appropriate, but I think I would liked to have heard a little bit of the "location" audio coming through the mix -- at least a little bit of the sound of the traffic and the crowds.