Color sequence of a sunset
There are many versions of sunset. What colors will you be using depends on what type of sunset are you planning to paint. It is always the best to go out and observe. As always, I will be talking from my own experience. 

I would advise you to look at these pages:

Munsell color system

Why is the sunset red?

You will find it very interesting. It will help you understand colors a little bit better, or should I say - the light. 

As sun sets lower, thanks to atmosphere, it gets more orange, sometimes even red, and also changes the visible size. Lets say this the entire explanation (it is not) because, for more details, it would take hours to write.

Take these colors:


Prussian Blue 
Cadmium Orange 
Flesh color (or Raw Sienna or Naples Yellow) 
White 
Cadmium Red and Rouge Red  
Burnt Sienna  
Cadmium Yellow




Prussian Blue can be used instead of black. Take a look at the beauty of that color. Sometimes, limited palette that we have can make someone go for black color, and I understand it. Black color is nice, sure, but it will kill the vibrant color of the sunset. That is why you should use Prussian Blue! 
When mixed with red, it will produce nice purple glow, and purple can be seen at sunset. I cannot explain how much I love to use this paint.

Cadmium Orange is for the strong light Sun gives us at Sunset. You need Sun to glow. After all, it is an explosion that we see. Cadmium Orange, when applied, can get you closer to that glow.

Flesh color Use it instead of white. It looks pink-ish, but it is not. If you need to make some area lighter, mix it with this color. 

White - use it as a background for glowing areas. This is how it works. If there is an area you would really want to make strong in color, first paint it with white. Wait for it to dry. Paint over it with the specific color. In the picture below, I would use it for the Sun. Sometime you will not be able to produce such pure light that can be found in nature, so applying some background before painting is something you can do.

Burnt Sienna - to darken some areas that are opposite of the lit side, use this color. Example: on clouds. 

Cadmium Red - is just perfection to get the glow. 

Rouge Red - mixed with Prussian Blue gives deep color of the sunset sky.

Cadmium Yellow - it gives extra glow for the Sun and clouds.

Here is a color chart to help you out. 



But there is a problem. This is not the only palette. Sunset can be more red, more yellow, more purple...

So, in short: for sunset go for colors that are in ranges of yellow, orange, red, purple, blue. 

Lets say that sequence would be: Prussian blue/ Prussian Blue mixed with Rouge Red/ Rouge Red (not too much) / Rouge Red with Cadmium Red/ Cadmium Red (not too much)/ Cadmium Red mixed with Cadmium Orange/ Cadmium Orange mixed with Cadmium Yellow at the very end (preferably just glimpse of it at certain areas).

However...



...look at this picture above! It breaks that sequence! That is because sunset is not so uniform. But lets examine it. 

The lightest part is the Sun itself. I would use white. Wait for it to dry. I would apply Cadmium Orange. But that would not be enough. I would wait for it to dry to the point where I can glaze over it with Cadmium Orange. Glazing is what you should be using here. Light scatters all around, and you need it to show. Mixing colors will not produce that effect. Glazing will. 

The darkest color on that picture is not black. That is purple glazed over with Burnt Sienna and Cadmium Red. So, I would use Prussian Blue First. Mix it with some Rouge Red. That will produce fine, dark, purple color. Then, glaze over it with Burnt Sienna (but only at the darkest parts) and with Cadmium Red where dark parts of the clouds start to meet lighter clouds.

Clouds at the top are on fire. I would use Flesh Color to mix with Cadmium Red and Orange. The lightest parts seem so light and fluffy, so you need to make them thin. I would use white and glaze over it with Cadmium Yellow. 

Hope this helped. It is not enough and it never will be, but it should be fine for the rough start. 

Good luck.

P.S. I used these links because they were the easiest to find when typed in Google Search. My goal was not marketing of these products. You can take any brand you like, if it works for you. I, myself, am using many different brands.