I recently sold a number of my sunset photos at a local Art Exhibition and so many people asked if I used some special filter or photoshop process. The answer is I used neither.
My secret to getting good photos at sunset is firstly be there, at the right time. The best colours often come just after the sun has set. Secondly, and less importantly, is don't be afraid to take several at slightly different setting (for example use EV bracketing). Built-in light meters and their monitoring techniques behave quiet differently between digital cameras when being pointed at a strong light sources.
Sunsets (and sunrises) are a favourite topic of mine, to see other posting on them click on the label sunset below