I checked into four sailboat/sunset cruises for our upcoming trip in April. This is our first time going so I don't know any from experience. You can search this board for specific info from people who took cruises with them. If you take the ones out of Coral Bay they seemed a little more reasonably priced than some of the others.
We were not looking at the expensive ones or the ones that included dinner. Also some owners made you pay for a private charter for the sunset cruise. The ones I am listing said that they would go out even if it was just the two of us and still charge us the per person rate. They all took up to 6 passengers.

I am guessing that you must not have ever been sailing because you asked if a sunset cruise is worth it. I've been sailing only once because the opportunity doesn't present itself very often and we can't afford our own boat. If I won the lottery, one of the first things I would do would be to go out and buy a sailboat and learn how to sail. I loved it. Try it, you might get hooked.

http://www.waywardsailor.net/snorkeling_sailing/index.htm

http://www.highcountry-sailing.com/

http://www.bookitvi.com/longdist.htm Long Distance out of Coral Bay.

http://www.stjohnlinks.com/Charters/White_Wing/index.htm White Wing out of Coral Bay.