I haven't mastered sunsets either... but as fnaqzna mentioned, auto can be the problem when you're shooting in extremes as it's intended to work "most of the time".
I've been wanting to find a good scenic dark location (ie - no streetlights, buildings, etc... around) to practice sunsets. This is the best I've gotten, from a trip to Maui. Shot with a P&S camera...
Now that I have my D70, I think I could do better with practice.