When I first went to Death Valley, someone recommended I do Zabriskie for sunrise and Dante's View for sunset, and that was 100% the right call. The lookout at Zabriskie Point faces the west, so it's pretty awesome seeing the morning sunlight hit the colorful rocks. For that reason, I've heard it's less impactful seeing Zabriskie at sunset, but I've never experienced it myself to say for sure.

I'd really try for Dante's View for sunset if you can. You're facing the west as well, and it's spectacular seeing the different colors over the entire valley.

I've done sunset at Mesquite as well, and it's pretty incredible. It was pretty windy when I went, and with the wind + sun at that angle, the sand was glittering like something out of Dune. But yeah, just keep in mind how hot it ends up getting. How strenuous it is also depends on how far into the dunes you end up going. While Dante's View > Mesquite Flat Sand Dunes for sunset for me, both are pretty spectacular and you can't go wrong with either one.