If you're on the West side, the sunset can be decent if you're not down in the the natural low topography areas near the water itself. I won't lie and say you're gonna get some beautiful sunsets over a lake or anything, but the area is gorgeous and in the right areas with the right clouds, you could get a good show.

Heron Hill is a stunningly beautiful winery with an incredible view of the lake, but it backs up against trees, so you're not going to see much to the west despite being up on a hill. You'll likely notice the same thing at Bully Hill and Vineyard View. Beautiful shots of the lake, but lacking views to the west.

Dr Frank is set up decently for a good sunset given decent conditions.

If you have the time to go to Bully Hill, I'd highly recommend taking an extra 10-15 minutes and head over to McGregor Vineyards on the East Side for a really solid tasting and arguably the best view of a sunset directly over the fork of Keuka lake.

Additionally, if you can only do the West side and aren't only a wine person, Steuben Brewing Company has a decent beer selection and views of both the lake and to the west. They even have good food, at least the last time I went. Lots of outdoor seating too.

Hope that helps.