With the release of the newest version of Nintex Forms on 5th June 2014, you can do this easily using Validation Rules and Runtime Expressions.
So, in order to check whether a people picker control is empty you just use this logic as part of your validation rule.
NameOfPeopleControl == ""
To update to the latest version of Nintex Forms 2013 or Nintex Forms 2010, see Product Downloads
This works for SLT variables as well, thanks for the tip. I was making this way harder then it needs to be. Created validation rule and the formula is <nameofthevariable>=""