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1. Show up early, and be prepared.
If you know ahead of time that you want to shoot a sunset, it's best to do a little bit of research to determine what time, exactly, the sun will be setting at your latitude and longitude. A simple Google search is a great way to arm yourself with this basic information, but an even better approach would be to rely on specialized software intended especially for photographers. The Photographers' Ephemeris is an app for computers, smartphones and iPads that not only provides detailed information on sunrise and sunset times, but it also lays out the transit of sun and moon across a topographical map of your location, making it even easier to visualize where and when your photo will look its best. Armed with that information—let's say 7:30 is the perfect time to shoot—you'd better be there well in advance of that time. I'd shoot for 7 p.m., myself, just to ensure that I've got enough time to set up while it's light and I can still see in order to set up my camera and make exposure adjustments. As the golden hour approaches I'm ready and able to photograph any beautiful moments that may pop up while I'm waiting. I also recommend shooting right through the perfect time until each image begins to pale compared to the previous exposure. This way you'll be sure not to leave the scene one second too early.
2. Use manual white balance.
It's fairly safe to assume that one of the reasons you're photographing a sunset is because of its beautiful colors. So don't risk ruining those great colors with an automatic color balance. Instead, choose a manual white-balance preset to ensure the colors in the sky won't be desaturated or washed out. (Underexposing slightly is also a good way to maximize color in a sky, but we'll discuss that more in a moment.) I suggest starting with a basic daylight white balance, but you can also choose other presets—such as open shade, cloudy day, or even tungsten settings—to manually shift the color in a deliberately warmer or cooler direction depending on the scene. If you're really good, you can even choose your DSLR's Kelvin temperature settings to manually add warmth (with a higher color temperature) or make a scene appear cooler (by going lower on the Kelvin scale). Either way, these shifts are fairly safe with shots of skies only, or even with silhouettes, but it can become dangerous to shift the color balance too far if you plan to fill in the foreground with a flash. Even if you don't want to do anything funky with the color, the manual daylight white balance will ensure that the camera doesn't "help" by compensating for bold reds, purples or golden hues in a beautiful sunset.
3. Be deliberate with your exposure.
Relying on manual exposure mode is a good idea, because you can always proof your work on the back of the camera. Shooting RAW also helps, as it increases the exposure latitude and the tolerance for making mistakes. If you overexpose, you'll wash out the sky and eliminate its color. So cheat to the side of underexposure, and verify your work on the LCD. From there, a small aperture (like ƒ/32) is a great way to be sure that everything in your scene—from a sky way off at infinity to a landscape much closer in the foreground—will be as sharp as possible. But this maximized depth of field has a tradeoff, too: you'll need a slower shutter speed. This can also be a benefit, as moving clouds in the sky can create beautiful, painterly abstracts. (Which, I should point out, can only be achieved with your camera stabilized on a tripod or at the very least a beanbag and coupled with a cable release or self-timer.) But if this isn't what you're after, then you may need to make some adjustments—say a wider aperture (which you can get away with if you're only concerned with keeping the sky sharp) or a higher ISO. Each of these will allow you to up your shutter speed in order to keep the scene's motion blur to a minimum. For a lazily drifting cloud, anything in the 15th of a second or faster realm should be fine. If the wind is really whipping or the light is really changing, once you get to shutter speeds of one second or longer you'll start to really see some motion in the frame.
4. Choose a dark foreground.
If you're just concerned with a pretty picture of a pretty sky then there's no need to worry at all about the foreground. (Except, I should point out, that a wet foreground can be beautiful as it reflects the colors of the sunset sky in a lake or stream or even wet pavement below.) If you do want to include a foreground object—say a tree or a boat, a bridge or even a person—you can always consider a silhouette as a great way to introduce graphic power and depth into the scene. Sometimes a simple foreground silhouette at the edges of the composition can be a wonderful way to frame, and add context to, a sunset sky. To do this simply expose for the background as you normally would, underexposing the foreground to make sure the silhouette is as close to pure black as possible. The primary concern here is to keep the foreground from being illuminated at all. You can always check the LCD to ensure you're not inadvertently illuminating the foreground with a Program mode fill flash, or even with a simple overexposure that will make the subject—and the sky against which you're shooting—way too light. The other major concern with silhouettes is to be sure to choose a fast enough shutter speed to freeze the subject if he or she is moving. Even if it's not a person in the foreground, a long enough shutter speed can create motion blur with trees or foliage. Sure, this can look nice. But if you're going for a strongly graphic silhouette, the blurred edges of motion can take away from that impact.
5. Light up the foreground with fill flash.
One of my favorite times to photograph against a colorful sky is when I'm making portraits. Sometimes this might be snapshots on vacation with a point-and-shoot, and other times I might be directing a client shoot with studio-style strobes and a sunset background. Either way, the principle is the same: if you don't illuminate the subject with a frontal flash you're going to get a silhouette. You've got two options with fill flash: automatic or manual. The ideal automatic approach, I find, is to select my camera's Night Portrait mode. This couples a fill flash for the subject with a longer shutter speed designed to allow the background light to register on the sensor. With a point-and-shoot, if you don't select this mode with its lengthened exposure you'll be disappointed when you find you've made a nicely lit portrait of your subject against a dark, black background. The long shutter speed is required to do the sunset sky justice. The manual approach works in much the same way, but you're in charge of the specific settings. Simply begin with the correct exposure for the background sky, and try a handheld flash with a TTL metering mode to get some automatic assistance from the strobe. You can even adjust the flash exposure compensation to add or remove fill light efficiently. In full manual mode, my recommendation would be to start with a very low flash output setting—say ¼ or even 1/8th power—and build up from there as needed by changing the flash's power rather than altering the exposure settings on your camera. (If you want to get really fancy, you can even add an orange gel to the flash to create a bit of warm light that will more appropriately match the look of a beautiful sunset sky.)
There you have it. Now get out there and enjoy these summer nights before they disappear!