You can expand your definition of what it means to get a "good sunset shot."
The exposure of a typical sunset shot with a sky and foreground will exceed the dynamic range of a digital camera. Without using a ND Grad filter, you will have to keep everything in the viewfinder within 4-5 stops. Get creative. For example, you can put the sky in the foreground using reflected light—this will even out the contrast between the sky and foreground and help with exposure problems.
This shot was taken with Fuji Velvia film at extreme low tide, when the sand was saturated with water…
Ebb Tide Sunset, Siltcoos Beach, Oregon
You can also eliminate the sky altogether and capture the play of light from the golden rays of the sun. In this photo, the setting sun is highlighting the incoming waves as well as the seawater draining off the lave slope.
Yachats Surf, Yachats, Oregon