Often when doing sunsets I'll use 2 exposures and manually blend them in photoshop, poor man's HDR kinda thing. Expose one for the sky so you have great detail and rich colors in the clouds, and then expose another one for the ground so all your shadows don't get lost. Traditionally this is done with grad ND filters, but that implies that you own grad ND filters, and on top of that they only work really really well when the horizon is a straight line. In photoshop you can make your transition zone any shape you want using a layer mask. Also, when I blend them, I'll usually use "multiply" or "soft light", instead of "normal", as they allow you to pull out some extra detail without it obviously looking like 2 exposures.