In a city there are several ways to frame the sky, combining the urban foreground with colorful background. If you are above the city on a balcony or rooftop, you can use the city’s skyline during sunset as your foreground. Be sure to arrive 30-60 minutes before sunset and wait until 10-20 minutes after sunset for variations in the lighting and color. Sometimes during the hour before sunset the light can illuminate or reflect off buildings, and after sunset there can be lingering color in the sky combined with building lights starting to turn on.
Capturing the sunset in the streets of downtown can be a little more challenging with buildings blocking part of the sky. However it’s certainly possible especially if you are on a street that’s aligned on an east/west axis.