Shoot Raw and JPEG.
There is actually a lot of control for adjusting b&w JPEG images in-camera - filter effects, contrast, toning - see handbook. They will give you an excellent working reference, perhaps good enough for final output.
Or you can do anything you like with the Raw.
Edit: you can also use coloured filters with digital in the same way as with film, and in theory you should get better results that way. The difference being, when you attach a filter, you increase the exposure to compensate but if you recreate the effect in processing you have to compensate the exposure by increasing gain, and that runs the risk of noise. However, it impacts the Raw too!