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The effect is done by defocusing the lens at the end of a long exposure. That way you get a sharp image overlaid with the bokeh you would get if the background was out of focus. Simply set your camera to manual focus, set the exposure time to say four seconds, then after three seconds quickly turn the focus ring as far as it will go.

Hmm. It seems to me like he's using some kind of fog filter maybe, or some vaseline-like substance on his front filter/element. Eg: http://www.tiffen.com/fog_filters.htm I don't think it's PP, it would be too tricky since the lights overlap the buildings and the buildings are not blurry.