Just came in from watching Mercury and Venus set. I've been trying (poorly) to find Mercury for a few months now, and was pretty excited to have found it tonight. (It helps to know where to look.)
What made it even nicer was to have watched both planets all the way down to the horizon. Usually, there's too much murk down there to see very much or well. There were a couple of bands of clouds, but both planets emerged from behind them as they went down to the horizon.
One thing that I found quite interesting about watching both planets approach the horizon was that they both briefly changed colors. Venus was more pronounced with this, changing for a split second from a pale yellow to either a deep red or occasionally a hint of green. Mercury was more reddish, but would occasionally show as a light yellow. (Any descriptions as to why this happens are welcome.)
Another fascination was seeing the angle at which the planets (and surrounding stars) set at at my latitude (40N). I knew that things didn't just fall from the zenith to due west over 6 hours, but watching objects at the horizon made that much clearer. Also, Mercury set farther north than Venus, which makes sense, as Mercury has a higher declination at present than Venus.