Since gradle android plugins 2.2-alpha4:
Gradle will attempt to download missing SDK packages that a project depends on
Which
If you are using Jenkins, you can use the following bash script as first step in the build process:
(while sleep 3; do echo "y"; done) | $ANDROID_HOME/tools/android update sdk -u
This will of course install ALL available updates, but it will save you some time if you can spare the disk space. The sleep is to avoid the broken readline in the installation program, since "yes" does not work properly in this case.
EDIT: You also need to add the "Install Android project prerequisites" plugin in the build step to get the correct $ANDROID_HOME if you are using the built in SDK manager.