The digital photography school has a beautiful write up on how to shoot sunset photographs. I love sunset photography, and I agree with several points in this write-up. Check it out.
Look around you – The wonderful thing about sunsets is that they not only create wonderful colors in the sky in front of you but they also can cast a beautiful golden light that is wonderful for other types of photography. As the sunset progresses keep an eye on other opportunities for shots around you (not just in front of you). You might find a great opportunity for a portrait, landscape shot, macro shot etc behind you in the colden light.
Check out one of my sunset snaps.