We recently stayed for two weeks at Naples and visited the pier on occasions to see the sunset and the wildlife (dolphins, sharks, birds, etc).
The sunset was simply amazing. Each night we visited it was somehow different. Very calming and beautiful to watch. Make sure you take a camera!
The Pier itself is very long and not very well lit once the sun has gone down (with only small orange lights to guide you) but that only added to the atmosphere for me.
On one occasion we saw a nurse shark being caught by the fishermen at the end of the Pier! Amazing! We also saw dolphins swimming under the Pier and many birds and fish.
I would recommend that you take at least one night to go down to the Pier and sample the atmosphere. I don't think you will be disappointed.
The only negative was that parking is by meter and it is not very well signposted (I think the locals want to keep this little gem a secret for themselves! ;-))
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