A lot of modern cameras will let you apply b&w filters, but you really shouldn't lock yourself into that when you're in the field. You never can tell when a crazy photo editor (like me) might want it done a slightly different way. Plus you should never judge the photo based on what you're seeing on that tiny little LDC on the back of your camera.
Agreed, but then again that's the great thing about using raw for B&W images. Even if you choose the wrong filtering effect, you can undo it later and try something different in post-processing. The filter effect is appended to the raw file, but the actual individual pixel data still remains untouched. All filtering does for you is give you an idea how the photograph will look if not post-processed. Indeed, you can even recover the original color data if you change your mind about B&W for a particular photo.
On the few occasions where I shoot in raw, I always try to get the camera settings right for minimal post-processing later. Indeed, I've developed my own custom picture style for my EOS 5D that renders colors far more accurately than do any of the picture styles Canon incorporates into their cameras. That same custom picture style also gives me just the right amount of saturation, sharpness, and contrast for most situations. But if I want to, say, enhance the greens of a landscape later on, I can still switch to Canon's Landscape picture style in post-processing because shooting in raw allows for that. It's a snap, but it's also still great to be able to convert a raw to JPEG with minimal post-processing.
But, then again, I only shoot in raw when I feel I have a real winning shot on my hands that I might want to tweak later. Otherwise, I just shoot in JPEG which, as with color slide film of old, requires that you get the camera settings right the first time because there's not a whole lot you can do later to salvage a badly exposed or balanced shot.
Besides, I hate spending too much time in post-processing. But that's just me. I know many who really love that stuff, I'm just not one of them.