The famous Golden Hour of photography. Well actually four hours - one hour either side of sunrise or sunset. With the right conditions stunning times of day to be out with the camera. For me though tactics for before and after the sunset are very different and the results you can achieve are wildliy different. Please see my Latest Work gallery for a couple of examples taken 100m apart, but more importantly 1 hour apart.
If the sun is still in the sky, my preference is not to have it in shot, but use the low slanting light it produces by shooting across the scene. Also clouds in the sky can add a lot of drama to the scene and provide some interest to the sky. After the sun is down though my preference is for a clear sky. Why? In these conditions you get a beautiful reflected blue light from the sky which gives a great colour contrast to the afterglow of the setting sun as well as allowing some lovely long exposures without having to resort to ND filters. If you have a great cloudscape, after sunset there is no foreground illumination and you're really just left with half a picture or finding a silhouette..