Thanks for the comments
@4xxxx - my Samyang is much cheaper than the Nikon alternative, and just as good really. It's manual focus and exposure, but that's not an issue. Software was PTGui
@RageRiot - you can use whatever focal length you want, but there are a few trade offs as with most things. If things are moving in shot (like clouds) it's easier to cover a good 360 with as few shots as possible. The trade off is resolution when you zoom in. Also, less shots = more accurate and easier stitching. Try PTGui trial software and see how long it takes to stitch 6 shots, then 10, then 30. If I use my Sigma 10-20 on an internal panorama, you can be talking up to 80 shots to cover 5 exposures per shot for full HDR. Compare that with 45 for the fisheye. That's at 10mm. Imagine at 20, 35 or even 50mm. The next issue is Depth of Field - an 8mm Fisheye at F11 has everything bang on from 0.5 metres to infinity, so it's ideal where there are subjects near and far.
You can go as long as focal length as you want (check out www.gigapan.org
for monstrous panos) but you need some serious processing power!
The other issue is tripod heads. You'd need a panoramic head ideally, which can cover the full sphere. The best for value and quality is the Nodal Ninja range, but if you want to mount a 70-200 you'll need a Nodal Ninja 5 which costs a few $, still not as much as Manfrotto or other offerings.
The Burj Khalifa shot took 45 seconds to shoot, from pressing the first shutter button, which is ideal really. If I were using a 10-20 at 10mm it would take 2-3 minutes and longer focal lengths take much more time.
I think there's a current world record 80Gigapixel (that's quite big) 360 panorama of london which has just hit the press - that required a seriously long lens, a Gigapan Epic motorised head and several weeks to take the shot! That's before processing!