Even though the sunset brings with it amazing colors for photography, having the setting sun in the frame can be a pain too. Yes, the light for the side that's turning from the sun is great, but if you want to shoot directly at the setting sun, you'll have to wait. It's the moment after the sun sets, when things get a bit magical.
As the golden hour is finding it's end, there is a small timeframe that lends itself for great photos. You can shoot directly at the sun, and since it's behind the hills or sea, you'll only get a soft bright spot where the sun was, and not a big ball of white light.
Everything is a bit different then, you can still capture details in the surroundings, and if you do an HDR like I did with this image you'll even get more out of the setting. This also works in the morning, 10-20 minutes before the sun starts rising. But really, who wants to wake up that early :D