Lots of excellent advice here, all of it pertinent. One quality I find to be absolutely essential for a good sunset photograph is patience. Reading a sky is difficult. You get better at it through practice, but even then it will still surprise you. Many times the best photographic opportunity occurs well before the sun sets, or well after. Light is constantly shifting - sometimes your window of opportunity is extremely fleeting, maybe only seconds, so alertness is also a necessary quality along with patience.
I agree - Very nice.
Photographing a good sunset is a lot like fishing, and if you have a hunter's outlook, you'll do well.
I took the photograph below on Hunstanton Beach. I was only there for a night so I was hoping for something spectacular for this unique view on the east coast of England (it's the only spot where you can get a sunset over the sea thanks to the The Wash). As you might expect, a lot of photographers congregate there and this evening was no exception.
A block bank of gray cloud had settled into the sky that night. It only got thicker as time went by. One by one, the photographers shook their heads, packed up their tripods and left the beach. I was just about the only one left when this happened.
Well worth the wait in my opinion. This is what sunset photography is all about.