Malaysia girl sunset

I personally prefer to shoot sunsets where the sun is either hiding behind clouds, or is not even in the frame!
Choosing the Right Day
In Malaysia, the best day for photographing a sunset or sunrise is a day when it is unbearably hot. This is because the sky is so clear that it is almost cloudless, therefore the sun's heat rays are at their maximum intensity. So the next time you feel that the temperature is shooting up, pack your tripod and head for your favourite photography location!
The Right White Balance
A good starting point for your white balance setting would be Daylight/Sunny. This is to preserve any blue colour in left in the sky. Using a warmer white balance setting such as Cloudy or Shade may kill the blues. If there is no blue left in the sky, my advice is to go warm, which is to choose either Cloudy or Shade, in order to maximise the intensity of the orange/yellow colour.
Intentionally underexposing the shot will also give you a richer orange hue. If you are using Aperture Priority mode, dial in a -1 EV to supercharge your orange skies. Alternatively, in Manual exposure mode, close down the F-stop to a higher number, or increase your shutter speed by 1 stop. By the way, 1 stop on your camera could mean either 3 clicks if you have set your camera at 1/3 increments, or 2 clicks if you've chosen 1/2 increments.

Exposure Blending
Another technique for better sunset pictures is to use exposure blending. This involves setting your camera on a tripod, and taking 2 shots. The first shot exposes for the sky and clouds, while the second shot exposes for the foreground. Then blend these 2 shots in Adobe Photoshop. This technique is very useful for taming the wide dynamic range of a typical sunset. Landscape photographers shooting a sunset scene on a coastline can use exposure blending in order to get both the foreground and sky properly exposed, as well as to use a slow enough shutter speed to create the silky texture of the waves.
Panoramic Vistas
You can take about 4 to 5 shots of a sunset panorama and then stitch them together in Adobe Photoshop. When taking panoramas, it helps to use Manual exposure mode, and manual focusing so that your focus point does not change from shot to shot. Using a telephoto lens rather than a wide angle lens also helps to minimise distortion, so that it is easier to do the stitching later.