Shooting dawn and sun set.
 

Can someone please tell me what the best techniques of shooting at Dawn, Sun set, and full moon (using Sony VX2000)? Thanks!

You mean shooting subjects at those times, right? Not shooting the sun & moon directly.

How much you do depends upon your budget and schedule.

There are no magic formula for this. If you are shooting during the 'Magic hour' at dawn and dusk, you don't need much except a few reflectors to move light around for shadow fill. It is very difficult to balance lighting ratios if you use artificial lights in this situation. There just isn't time for a small crew to get everything set up. And then when it is, the Sun has moved. Be aware that the amount and direction of the light will change at a higher rate the close you get to the end of the 'hour' in the evening and just the opposite in the morning.

Moonlight is another thing altogether. Depending upon your scene, you may need to augment the available light. DVMag has an article on this subject in their current edition. Go to www.DV.com to view it. You will have to join their user group but that is free.

I shot a short a few years ago with a DSR-500WS and we just rigged a Lowel DP up about 20 feet with a blue filter and placed the light in-line with the talent and the moon. It worked quite well. We let the shadows fall where they were without any fill since we wanted harsh lighting to match the scene.