I have had many many disappointing sunsets (and sunrises) which I THOUGHT would be cool. It has a lot to do with timing: you want some clouds, but not too many -- so that you have added interest, something to catch the colors, but not to block the sun entirely. One useful hint is to watch for clearing storms around sunset -- they ususally have good clouds.
My personal favorite
sunrise photo happened when I had had trouble sleeping, and got up early to wander around. All of a sudden, the sun rose and looked AMAZING! It was mostly luck -- an important part of photography.