A couple of days ago I happened upon a very useful tool while searching for sunrise and sunset azimuth positions on the internet.  It's called The Photographer's Ephemeris and can be freely downloaded here or at the link provided at the bottom of this page.  There's also a link to it in the Useful Links section of the site.  What I really like about the program, which has been developed by Stephen Trainor, is that it provides all the information you need regarding sunset and sunrise times and directions in an easy to use interface.  The program will overlay the direction of the sunrise/sunset on a Google map of the area you choose, which can be found by using the search function at the bottom left half of the screen.  The program takes into account your elevation as well.  There's various settings that can also be customized to your preference, such as the use of imperial or metric measuring systems.  You can also view a graph that depicts the orbits of both the sun and the moon; useful for determining what time of day the sun will be at a certain level above the horizon.

I'm still evaluating and learning about all of it's features, but I have a feeling this is one piece of software that will be part of my regular photographic arsenal of tools that I use.  If you like it, please consider donating to Stephen to support his continued development of the software.  Download The Photographer's Ephemeris here.