For sunset pictures I think you would need a graduated neutral density filter. This would help the brighter sky portion of the photo to not 'burn out' while retaining more of the shadow detail that would otherwise be lost.
Make sure you buy a respected brand such as Hoya, B&H, Cokin, you shouldn't go wrong with either of these, of course there are plenty of other high end makes, they're just a few.
Make sure that you buy the thread size to match. If you ever get another lens, you may have to invest in a step up thread to use your existing filters or new filters.
