I wouldn't bother with a filter to enhance sun sets. It's much easier (and more flexible) to do it with software on the computer.
A split or grad filter might come in handy, to help even out the difference between the sky & ground.
Much of the time, you can bring out deeper colors by underexposing. When shooting sunsets, it's a good idea to bracket your shots...take several with different exposures and then you can pick what you like best.