First, our eyes have much more sensitivity range than regular film.  We can make out the sun and sky in orange, yet still perceive surface (whether land or sea) in its normal color.  Our camera/film cannot offer this range.  so we have to decide whether to have a nice sunset and dark surface areas or whether to have well lit surface areas and a pale sky. 

Second, our (mind's) eye is a panorama lens.  We can look around and mentally stitch the images together.  Hence our memory is that of the sunset and everything around it.  Again, this is almost impossible with a lens.  We can either choose to use a super-wide angle to capture the scene very broadly, with a timy and rather unspectacular sun, or we can capture a small area with a big sun.

Third, photo lenses are manufactured from numerous pieces of glass.  Especially complicated lenses, such as zooms, have so much glass in them that they are susceptible to reflecting light inside the lens, appearing as halos and other undesirable effects.

1. Aim for the sun (let your light meter adjust exposure to show the sun properly, and everything else a little dark.  If you can use fill-inn flash, so much the better.  Or use a little bit of bracketing to experiment with slight overexposures of the sunny area.
2. Don't go for the panorama shot, but use a telephoto lens instead and frame the picture narrowly.  Always include some foreground, or several regions in the picture, to create depth and recognizability of the area.
3. You must use a sun shade.  There's no way around it.  Ideally buy the manufacturer's as they have figured out how narrow or wide the shade can be designed.  Also try out your lenses to see which ones are less prone to flaring. 

Too pale - exposure adjusted for the foreground.

Nice sun, but where was it taken?  Include some foreground.

Sunset without sun.  It works!  The grass in the foreground actually provides an interesting motif.