Of course. They are all pathetically horrible and most of them stopped existing the second I saw them (YAY DELETE!).
It always looks washed out, and the light frequently seems to refract all over the picture... plus you can make colors soooo bright! Do you use a special camera? I'm kinda stuck with one little digital and one ancient thing that only takes film photos, though it does that very well (in black-and-white).
You need a sunset with nice soft light which brings a lot of color with it. That usually requires semi-transparent clouds. It doesn't happen that often. Under those conditions of soft light, you can get nice looking images right out of the camera.
I post process most of my shots heavily. Lately, it's all HDR - that helps you get the saturation by avoiding the limitation of camera sensors with a limited dynamic range.