About the location
Especially the river Neckar and the hills in the eastern part of the city offer great opportunities for photographers. One of the most popular spots is Heidelberg Castle, which is a great choice for sunset photos because of it's positioning to the east, offering a great view to the west over the city of Heidelberg.
The old bridge over the river is also a popular theme you might want to use for your photos. The riverside offers a great view towards the bridge with the church and the baroque stlye old town in the background.