Have a look at this website -
http://www.dofmaster.com/dofjs.html - where you can work ot Depth Of Field data and also Hyperfocal Distance for your combination of camera body, lens focal length, aperture and subject distance.
Taking your first picture as an example your relevant EXIF data is....
Olympus E410;
45mm;
f/10.
Plugging your details into the DOF calculator we see that the Hyperfocal distance is 44.1'. If you were to focus at that distance then you would have the maximum amount of the scene in focus from as close as possible until infinity in the distance, which is for practical purposes where your sunset is. By focus at 44.1' you would also have things looking sharp as close to you as 22', but that is not close enough for your chosen foreground subject.
You could stop down further to f/16, which would help a bit, and/or move a bit further away from your foreground subject and/or set your focus a little closer, which would bring your foreground into sharper focus, at the risk of softening the sunset a little. The only issue with f/16 is that you may start to see the effects of diffraction causing softening throughout the picture, but probably only if you view the image at a largeish size. For the sizes here I doubt very much it would be visible.
I also notice that you are blowing the highlights in and near the sun in some cases as well as losing the foregrond detail completely as (near) black shadow. You may want to consider shooting raw and tweaking levels/curves to create alternative effects and/or shoot with a tripod and autoexposure bracketing and then combine the exposures to blend details from the sky and the foreground. In some cases you could also use fill-flash to put some light onto your near subject.
But really, what you need to do depends on your artistic intent for the scene before you. I don't know whether you want silhouettes and shadows in your foreground. A sharp, artistically lit foregrond subject against a slightly soft but colourful backdrop may also work well.
I have no idea whether this technique would work, as I have never tried it, but in the macro world there is a technique to achieve very large DOF called Focus Stacking. The idea is that you take a number of shots, each focused slightly differently, and then use software to combine them. Whether it would work on this scale I have no idea. A tripod would be essential to keep the framing exact from shot to shot, just as with HDR for exposure.
Certainly I think there are a number of options to consider, but learning about DOF and Hyperfocal Distance is probably the first step..