You can enjoy the sunset on Santorini in Oia. Come here early and climb to the castle, where you will find the best observation deck. Another way to meet the sunset - to arrange romantic dinner in a restaurant with an outdoor terrace on the top.
In the town of Fira, the best place to watch the sunset is near Orthodox Cathedral.
You can walk a little distance from Fira and reach the village of Imerovigli. It offers excellent views of not only the sunset, but on the west coast.