It depends on what you need it for too. Different applications are capable of different effects. Flash, for example, cannot curve a gradient like this, however Illustrator can. If you need this shape in Flash vector, you’ll have to hack it. Krilnon showed an example of that. In the past I’ve also broken up a donut shape into different pie pieces and used a linear gradient on each following the curve. I’m sure different tools have different approaches to the same effect as well.
