Anytime you're photographing sunset near calm waters, it's likely you'll swallow a few bugs, come home with a few itchy welts, and need a graduated neutral density filter to balance the sky and foreground. At Sunken Meadow State Park, a peaceful inlet leads to the Long Island Sound. Osprey, Herons, and Egrets all hunt in these waters while little rabbits eat the marshy grass on the outskirts.
Step 1: Manually spot meter the foreground to an exposure you are happy with I like to see some detail in the shadow areas. The goal is to expose in such a way that the foreground is not black. This could be at "-1" on your meter, or "0", or even "+1". Of course if you are not sure which foreground looks best, bracket.
Take a quick test shot and notice how the foreground looks well exposed, but the sky is "blown out". This is a result of the scene holding too much contrast. Nothing is wrong with your camera. Keep reading, the next step will balance the whole scene.
Step 2: Get out your Graduated Neutral Density Filter. These come in strengths of 2, 3, and 4 stops. At sunset I find the 2 stop is not effective enough, so I use the 3 and 4 stop more often. For this particular shot, I went with the 4 stop.
Quick tip: The strength of ND filters are listed differently by many manufacturers. Here's a cheat sheet for you to follow:
2 stop = 0.6.
3 stop = 0.9
4 stop = 1.2
Step 3: Position the dark portion soft edge graduated neutral density filter over lens and shoot. I generally opt not to use the filter holder and simply hold the filter in front of the lens.
A note on the filters I use: While many companies make ND filters, I have been using the excellent Formatt-Hitech brand for quite some time. They are durable and hold up well to heavy use and travel.