Step One

Start by opening a new canvas or image you'd like your text to appear on. Type out your font.

Right click your text layer, go to your Blending Options. Check 'Stroke', make black & 2px. Then check 'Gradient Overlay'. Choose your gradient the way you like it. As you can see, I chose my gradient and put it at angle 120.

Step Two

Create a new layer and put it underneath your text layer. Then right click your text layer and select "Rasterize Type". Merge your text layer down into the new layer. Now, right click the layer and go to your Blending Options again. Check "Stroke". Apply the same gradient you used at the same angle you used. (e.g. I used angle 120, I applied angle 120.) I made the size 2px. Click 'OK'. Once again, create a new layer and drag it underneath your text layer. Then merge down.

Step Three

Go to your blending options. Check 'Stroke', apply solid black at 3px. Then go to 'Drop Shadow'. Apply your settings to mine in the example below.

Your finished. You can add any other final touches you feel are necessary for your project. As for this tutorial, your final result should look like this: