When you’re on Bamburgh beach in conditions like this, the shot practically takes itself.
I bought a graduated neutral density filter specifically for these kind of shots on this holiday. It’s my first slot filter. Specifically, I bought a Cokin medium GND 4 (equivalent to a two stop reduction). Virtually everyone on the net will tell you not to buy Cokin filters as they scratch easily and they’re not truly colour-neutral (indeed, Cokin themselves refer to it only as a “grey” filter). However: I have limited opportunities to shoot sunsets, it’s difficult to get hold of better makes like Lee or Singh-Ray in the UK (certainly on the high street) and the Cokin filters are cheap if you’re only learning. Possibly this shot might have been twice as good with a more expensive filter but no matter; I like it anyway.
(Received wisdom is right about one thing though: it’s a pig to line up the graduated division in the frame. I found it easiest to simply slide the filter down the slot while looking through the viewfinder, and stop when the sky had darkened.)