There are a number of good resources, depending on what platform you are on. The best I have found lately is called Heavenly Opportunity and runs on Windows. It not only tells you where it will set tonight, but lets you search for times when either the sun or moon will be in in particular positions so you can line them up with landmarks and so on. Nothing worse than finding out that if you had been somewhere a week earlier the moon would have risen over your favorite mountain just past sunset and you missed it.
Some other good programs include Sol II for Palm OS, and Ephemeris for Pocket PC (Windows CE).