How is the gradient in density gradient centrifugation made?
Sucrose gradient separations are an example of a rate-zonal centrifugation technique (fair technical document on centirfugation separations). The idea is you layer lighter sucrose solutions on top of one another, for example, 35% at the bottom of the tube (the most dense zone) and 15% at the top band (the least dense zone). There might be 5 or 6 layers. You then layer the sample, which may contain cell lysate, at the very top. 

This method is done on a centrifuge, and the idea is that in order to penetrate down to a more dense layer, the component of the lysate must exceed the density of the preceeding sucrose layer. Quite literally the dense components are pushing down through the sucrose layers. The method is suitable for organelles and proteins. The layering must be done deliberately and carefully, however, because the sucrose layers and sample will easily mix if they're disturbed. The same concept applies to ficol density gradient separations: If there's no density of solution below the sample for it to pass through, there's no separation.

On the other hand, the CsCl method is an example of an isopycnic centrifugation suitable for the separation of nucleic acids, see the above mentioned reference. This is because the DNA migrates to where the denisty of the DNA equals the density of the gradient, referred to as the neutral buoyancy or isopycnic point.